+734.7%
TT vs EXPD
+329.8%
+404.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.8% | -7.4% | +8.2% | +4.4% |
| 30D | -11.8% | -2.1% | -9.7% | -11.0% |
| 3M | -11.6% | +5.7% | -17.3% | -13.9% |
| 6M | -9.3% | +21.4% | -30.7% | -17.4% |
| YTD | +8.9% | +27.6% | -18.7% | -4.8% |
| 1Y | -2.2% | +36.1% | -38.4% | -17.3% |
| 3Y | +91.9% | +69.9% | +22.0% | +40.1% |
| 5Y | +136.0% | +59.7% | +76.3% | +74.7% |
| 10Y | +734.7% | +323.0% | +411.7% | +253.9% |
| All | +734.7% | +329.8% | +404.9% | +253.9% |
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