-80.5%
TE vs EXPE
+139.0%
-219.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.8% |
| 7D | -19.1% | -0.5% | -18.6% | -18.9% |
| 30D | -34.1% | -6.1% | -28.1% | -33.3% |
| 3M | -60.1% | -21.3% | -38.8% | -58.0% |
| 6M | -66.0% | +19.0% | -85.0% | -68.4% |
| YTD | -71.4% | -8.4% | -63.0% | -72.1% |
| 1Y | -45.3% | -2.8% | -42.5% | -47.6% |
| 3Y | +9.1% | +120.8% | -111.6% | -17.2% |
| 5Y | -82.6% | +46.2% | -128.8% | -86.5% |
| All | -80.5% | +139.0% | -219.5% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling