-18.3%
TE vs EXPE
+162.6%
-180.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -7.9% | +17.9% | +12.3% |
| 7D | +18.2% | -9.8% | +28.0% | +21.4% |
| 30D | -13.5% | -11.5% | -2.0% | -10.9% |
| 3M | -44.6% | +21.7% | -66.3% | -50.2% |
| 6M | -24.7% | +10.4% | -35.1% | -30.7% |
| YTD | -24.3% | -2.5% | -21.7% | -28.0% |
| 1Y | +155.6% | +27.3% | +128.2% | +109.4% |
| 3Y | -18.3% | +153.5% | -171.8% | -46.8% |
| All | -18.3% | +162.6% | -180.9% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling