+148.6%
TE vs EXPE
+40.7%
+108.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.3% |
| 7D | -4.0% | -9.5% | +5.6% | -4.1% |
| 30D | -15.9% | -6.6% | -9.3% | -15.9% |
| 3M | -60.5% | +31.4% | -91.9% | -61.7% |
| 6M | -35.2% | +35.2% | -70.4% | -38.6% |
| YTD | -31.1% | +5.8% | -36.9% | -32.5% |
| 1Y | +148.6% | +38.7% | +110.0% | +124.7% |
| All | +148.6% | +40.7% | +108.0% | +124.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling