+13,847.2%
TT vs EXPD
+30,870.6%
-17,023.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -3.0% |
| 7D | -9.0% | -4.8% | -4.2% | -7.6% |
| 30D | -17.6% | -1.5% | -16.1% | -17.2% |
| 3M | -18.7% | +4.1% | -22.8% | -19.8% |
| 6M | -17.4% | +24.0% | -41.4% | -23.0% |
| YTD | +1.5% | +27.4% | -25.9% | -7.0% |
| 1Y | -9.4% | +38.4% | -47.8% | -19.2% |
| 3Y | +85.1% | +73.2% | +11.9% | +51.6% |
| 5Y | +125.7% | +59.9% | +65.9% | +88.3% |
| 10Y | +757.3% | +319.9% | +437.4% | +433.4% |
| All | +13,847.2% | +30,870.6% | -17,023.3% | +4,867.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling