+428.1%
T vs EXPE
+727.6%
-299.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.2% |
| 7D | +1.0% | -9.3% | +10.4% | +2.2% |
| 30D | -10.6% | +0.1% | -10.8% | -10.8% |
| 3M | -7.7% | -15.3% | +7.6% | -5.9% |
| 6M | -13.3% | +5.5% | -18.8% | -14.7% |
| YTD | -8.8% | -8.0% | -0.8% | -9.3% |
| 1Y | -8.4% | +18.9% | -27.3% | -12.7% |
| 3Y | +59.6% | +135.5% | -75.9% | +32.8% |
| 5Y | +52.1% | +44.3% | +7.8% | +32.3% |
| 10Y | +56.9% | +117.7% | -60.9% | +18.3% |
| All | +428.1% | +727.6% | -299.4% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling