+911.5%
TT vs EXPD
+315.7%
+595.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -0.2% | -1.1% | +0.9% | +0.3% |
| 30D | -7.4% | +4.1% | -11.5% | -9.1% |
| 3M | -3.2% | +17.9% | -21.1% | -10.5% |
| 6M | +1.1% | +29.2% | -28.1% | -11.1% |
| YTD | +15.6% | +27.4% | -11.7% | +1.3% |
| 1Y | +9.2% | +56.8% | -47.7% | -14.6% |
| 3Y | +124.4% | +68.0% | +56.3% | +64.9% |
| 5Y | +138.0% | +61.9% | +76.1% | +73.8% |
| All | +911.5% | +315.7% | +595.8% | +336.9% |
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