+741.5%
TT vs EXPE
+121.2%
+620.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | +3.5% | -17.8% | +21.3% | +7.8% |
| 30D | -11.0% | -3.2% | -7.8% | -11.1% |
| 3M | -12.0% | -19.0% | +7.0% | -8.8% |
| 6M | -10.4% | +17.7% | -28.2% | -15.4% |
| YTD | +9.9% | -7.8% | +17.7% | +8.1% |
| 1Y | +1.5% | -1.4% | +2.8% | -2.0% |
| 3Y | +93.7% | +121.9% | -28.2% | +45.5% |
| 5Y | +139.2% | +44.3% | +95.0% | +91.9% |
| 10Y | +741.5% | +125.4% | +616.1% | +394.7% |
| All | +741.5% | +121.2% | +620.3% | +394.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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