+146.0%
TT vs EXPE
+111.8%
+34.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | 0.0% | -9.5% | +9.5% | +1.7% |
| 30D | -7.2% | -6.6% | -0.5% | -6.2% |
| 3M | -3.0% | +31.4% | -34.4% | -8.1% |
| 6M | +1.4% | +35.2% | -33.8% | -5.2% |
| YTD | +15.9% | +5.8% | +10.1% | +12.9% |
| 1Y | +9.4% | +38.7% | -29.2% | +0.1% |
| 3Y | +124.4% | +175.8% | -51.4% | +71.4% |
| All | +146.0% | +111.8% | +34.3% | +89.7% |
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 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