+753.3%
TT vs EXPD
+304.0%
+449.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +3.4% |
| 7D | -2.0% | -7.2% | +5.2% | +1.3% |
| 30D | -14.0% | -3.3% | -10.8% | -12.8% |
| 3M | -15.9% | +3.4% | -19.3% | -17.3% |
| 6M | -17.3% | +22.7% | -40.0% | -25.1% |
| YTD | +4.0% | +24.5% | -20.6% | -8.0% |
| 1Y | -7.1% | +38.6% | -45.8% | -22.2% |
| 3Y | +90.2% | +71.5% | +18.7% | +38.0% |
| 5Y | +131.1% | +56.2% | +74.9% | +72.9% |
| All | +753.3% | +304.0% | +449.3% | +296.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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