+736.3%
TT vs EXPD
+335.0%
+401.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +4.0% | +5.5% | -1.5% | +1.6% |
| 30D | -11.3% | -0.8% | -10.5% | -11.0% |
| 3M | -12.3% | +4.1% | -16.4% | -14.0% |
| 6M | -10.8% | +25.7% | -36.5% | -20.1% |
| YTD | +8.2% | +31.4% | -23.2% | -6.7% |
| 1Y | +1.5% | +42.2% | -40.7% | -15.9% |
| 3Y | +91.5% | +77.2% | +14.3% | +36.9% |
| 5Y | +130.2% | +61.0% | +69.2% | +70.1% |
| All | +736.3% | +335.0% | +401.3% | +250.5% |
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