+753.3%
TT vs EXPE
+115.0%
+638.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.2% | +3.4% |
| 7D | -2.0% | -9.3% | +7.3% | -0.3% |
| 30D | -14.0% | +0.1% | -14.2% | -14.8% |
| 3M | -15.9% | -15.3% | -0.6% | -13.7% |
| 6M | -17.3% | +5.5% | -22.8% | -20.0% |
| YTD | +4.0% | -8.0% | +11.9% | +2.3% |
| 1Y | -7.1% | +18.9% | -26.0% | -14.8% |
| 3Y | +90.2% | +135.5% | -45.3% | +40.6% |
| 5Y | +131.1% | +44.3% | +86.8% | +85.4% |
| All | +753.3% | +115.0% | +638.3% | +412.1% |
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