+713.2%
EXPE vs TRMB
+396.4%
+316.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -11.2% | -16.6% | +5.4% | -5.1% |
| 30D | -7.5% | -8.9% | +1.4% | -5.1% |
| 3M | -19.1% | -6.3% | -12.8% | -18.3% |
| 6M | +10.7% | -10.0% | +20.7% | +13.7% |
| YTD | -9.9% | -30.1% | +20.2% | +4.5% |
| 1Y | -4.6% | -31.3% | +26.7% | +11.6% |
| 3Y | +116.8% | +30.8% | +86.0% | +88.0% |
| 5Y | +38.6% | -35.9% | +74.5% | +62.8% |
| 10Y | +115.9% | +101.7% | +14.1% | +51.6% |
| All | +713.2% | +396.4% | +316.8% | +248.3% |
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