-2.8%
EXPE vs TW
+21.1%
-23.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.5% | +3.9% | -4.4% | -1.3% |
| 30D | -6.1% | +19.9% | -26.0% | -9.6% |
| 3M | -21.3% | +25.9% | -47.3% | -24.9% |
| 6M | +19.0% | +21.1% | -2.1% | +15.2% |
| YTD | -8.4% | +23.9% | -32.3% | -10.9% |
| 1Y | -2.8% | +21.2% | -24.0% | -5.1% |
| All | -2.8% | +21.1% | -23.9% | -5.1% |
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