+90.2%
TT vs EXPE
+131.0%
-40.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.2% | +2.9% |
| 7D | -2.0% | -9.3% | +7.3% | -1.1% |
| 30D | -14.0% | +0.1% | -14.2% | -14.4% |
| 3M | -15.9% | -15.3% | -0.6% | -14.7% |
| 6M | -17.3% | +5.5% | -22.8% | -18.9% |
| YTD | +4.0% | -8.0% | +11.9% | +3.5% |
| 1Y | -7.1% | +18.9% | -26.0% | -12.1% |
| 3Y | +90.2% | +135.5% | -45.3% | +55.3% |
| All | +90.2% | +131.0% | -40.7% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling