+67.7%
T vs EXPE
+111.8%
-44.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.9% |
| 7D | -1.3% | -9.5% | +8.3% | -0.8% |
| 30D | +11.4% | -6.6% | +18.0% | +11.7% |
| 3M | +14.3% | +31.4% | -17.1% | +12.9% |
| 6M | -9.3% | +35.2% | -44.4% | -10.7% |
| YTD | +7.1% | +5.8% | +1.3% | +6.7% |
| 1Y | -9.1% | +38.7% | -47.8% | -11.2% |
| 3Y | +105.3% | +175.8% | -70.4% | +87.2% |
| All | +67.7% | +111.8% | -44.1% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 5y: compounded portfolio wealth divided by compounded EXPE 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…
5y analysis · Full analysis span regression · 6 months rolling