+855.0%
EXPE vs TRMB
+439.2%
+415.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.2% |
| 7D | -9.5% | -2.5% | -7.0% | -8.4% |
| 30D | -6.6% | +1.5% | -8.1% | -7.5% |
| 3M | +31.4% | +6.8% | +24.6% | +27.2% |
| 6M | +35.2% | -14.9% | +50.1% | +45.4% |
| YTD | +5.8% | -24.1% | +29.9% | +20.4% |
| 1Y | +38.7% | -25.4% | +64.1% | +58.7% |
| 3Y | +175.8% | +8.0% | +167.8% | +163.9% |
| 5Y | +111.8% | -37.3% | +149.1% | +154.5% |
| 10Y | +179.7% | +116.8% | +62.9% | +93.1% |
| All | +855.0% | +439.2% | +415.8% | +301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling