+125.7%
TT vs EXPD
+52.5%
+73.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -2.8% |
| 7D | -9.0% | -4.8% | -4.2% | -7.4% |
| 30D | -17.6% | -1.5% | -16.1% | -17.2% |
| 3M | -18.7% | +4.1% | -22.8% | -19.9% |
| 6M | -17.4% | +24.0% | -41.4% | -23.8% |
| YTD | +1.5% | +27.4% | -25.9% | -8.3% |
| 1Y | -9.4% | +38.4% | -47.8% | -21.1% |
| 3Y | +85.1% | +73.2% | +11.9% | +41.3% |
| 5Y | +125.7% | +59.9% | +65.9% | +81.7% |
| All | +125.7% | +52.5% | +73.3% | +81.7% |
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