+132.0%
EXPE vs TW
+209.8%
-77.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -8.7% | -2.7% | -5.9% | -7.7% |
| 30D | -13.6% | -1.7% | -11.9% | -13.1% |
| 3M | +26.6% | +1.6% | +25.0% | +25.3% |
| 6M | +19.9% | -17.7% | +37.6% | +28.1% |
| YTD | -1.7% | -4.3% | +2.6% | -1.2% |
| 1Y | +29.4% | -13.1% | +42.5% | +34.8% |
| 3Y | +155.7% | +20.3% | +135.4% | +125.5% |
| 5Y | +93.1% | +22.0% | +71.1% | +64.1% |
| All | +132.0% | +209.8% | -77.9% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling