+38.7%
EXPE vs TW
-15.9%
+54.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -9.5% | -2.3% | -7.2% | -9.1% |
| 30D | -6.6% | +3.9% | -10.6% | -7.4% |
| 3M | +31.4% | +5.7% | +25.7% | +30.3% |
| 6M | +35.2% | -14.5% | +49.7% | +41.7% |
| YTD | +5.8% | -0.9% | +6.7% | +7.4% |
| 1Y | +38.7% | -13.5% | +52.2% | +43.6% |
| All | +38.7% | -15.9% | +54.6% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling