+129.6%
TT vs EXPE
+176.2%
-46.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | 0.0% | -9.5% | +9.5% | +1.3% |
| 30D | -7.2% | -6.6% | -0.5% | -6.4% |
| 3M | -3.0% | +31.4% | -34.4% | -6.9% |
| 6M | +1.4% | +35.2% | -33.8% | -3.7% |
| YTD | +15.9% | +5.8% | +10.1% | +14.0% |
| 1Y | +9.4% | +38.7% | -29.2% | +1.9% |
| All | +129.6% | +176.2% | -46.6% | +87.5% |
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