+91.1%
EXPE vs TRMB
-37.5%
+128.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.2% | -6.7% | -7.1% |
| 7D | -9.8% | -0.3% | -9.5% | -9.6% |
| 30D | -11.5% | -1.2% | -10.3% | -11.0% |
| 3M | +21.7% | +9.6% | +12.1% | +14.2% |
| 6M | +10.4% | -16.1% | +26.5% | +23.0% |
| YTD | -2.5% | -25.0% | +22.4% | +17.0% |
| 1Y | +27.3% | -27.7% | +55.0% | +56.0% |
| 3Y | +153.5% | +15.3% | +138.2% | +125.0% |
| 5Y | +91.1% | -37.4% | +128.5% | +124.9% |
| All | +91.1% | -37.5% | +128.6% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling