+133.5%
TT vs EXPE
+44.3%
+89.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +8.1% | -4.2% | +12.3% | +8.8% |
| 30D | -11.3% | -4.5% | -6.8% | -11.1% |
| 3M | -11.2% | -19.7% | +8.5% | -8.6% |
| 6M | -8.9% | +18.3% | -27.2% | -13.0% |
| YTD | +9.7% | -7.3% | +17.1% | +8.5% |
| 1Y | +1.3% | -3.9% | +5.2% | -0.8% |
| 3Y | +93.4% | +123.0% | -29.7% | +51.8% |
| 5Y | +133.5% | +47.9% | +85.6% | +91.4% |
| All | +133.5% | +44.3% | +89.2% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling