-50.0%
TE vs EXPE
+152.5%
-202.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +15.0% | -11.5% | +26.5% | +18.2% |
| 30D | -7.5% | -13.1% | +5.5% | -4.8% |
| 3M | -42.0% | +18.1% | -60.1% | -45.8% |
| 6M | -31.4% | +13.3% | -44.7% | -35.7% |
| YTD | -26.5% | -3.2% | -23.3% | -29.0% |
| 1Y | +153.1% | +26.1% | +126.9% | +124.7% |
| 3Y | -20.7% | +151.7% | -172.4% | -41.6% |
| 5Y | -45.4% | +88.3% | -133.8% | -58.3% |
| All | -50.0% | +152.5% | -202.5% | -62.1% |
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