-53.2%
TE vs EXPE
+176.1%
-229.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -4.0% | -9.5% | +5.6% | -1.5% |
| 30D | -15.9% | -6.6% | -9.3% | -14.7% |
| 3M | -60.5% | +31.4% | -91.9% | -64.0% |
| 6M | -35.2% | +35.2% | -70.4% | -42.2% |
| YTD | -31.1% | +5.8% | -36.9% | -34.8% |
| 1Y | +148.6% | +38.7% | +110.0% | +116.1% |
| 3Y | -26.4% | +175.8% | -202.2% | -46.9% |
| 5Y | -48.0% | +111.8% | -159.9% | -61.1% |
| All | -53.2% | +176.1% | -229.3% | -65.2% |
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