+520.0%
T vs EXPE
+851.4%
-331.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.7% |
| 7D | -1.3% | -9.5% | +8.3% | +0.1% |
| 30D | +11.4% | -6.6% | +18.0% | +12.3% |
| 3M | +14.3% | +31.4% | -17.1% | +9.6% |
| 6M | -9.3% | +35.2% | -44.4% | -13.8% |
| YTD | +7.1% | +5.8% | +1.3% | +4.7% |
| 1Y | -9.1% | +38.7% | -47.8% | -15.1% |
| 3Y | +105.3% | +175.8% | -70.4% | +67.0% |
| 5Y | +66.8% | +111.8% | -45.0% | +36.4% |
| 10Y | +66.8% | +179.7% | -112.9% | +21.4% |
| All | +520.0% | +851.4% | -331.4% | +172.3% |
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