+132.3%
TT vs EXPD
+60.9%
+71.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +4.0% | +5.5% | -1.5% | +2.1% |
| 30D | -11.3% | -0.8% | -10.5% | -11.1% |
| 3M | -12.3% | +4.1% | -16.4% | -13.6% |
| 6M | -10.8% | +25.7% | -36.5% | -18.0% |
| YTD | +8.2% | +31.4% | -23.2% | -3.4% |
| 1Y | +1.5% | +42.2% | -40.7% | -12.4% |
| 3Y | +91.5% | +77.2% | +14.3% | +45.2% |
| All | +132.3% | +60.9% | +71.5% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling