+1,077.0%
TTMI vs EXPD
+308.0%
+769.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.8% |
| 7D | +12.2% | -0.9% | +13.1% | +12.7% |
| 30D | -5.7% | +4.1% | -9.8% | -7.6% |
| 3M | -27.5% | +13.8% | -41.3% | -32.4% |
| 6M | +47.1% | +27.3% | +19.9% | +27.9% |
| YTD | +87.5% | +25.4% | +62.0% | +62.1% |
| 1Y | +175.2% | +54.4% | +120.8% | +109.8% |
| 3Y | +901.9% | +67.9% | +834.1% | +613.4% |
| 5Y | +843.5% | +59.2% | +784.3% | +571.6% |
| 10Y | +1,077.0% | +308.6% | +768.4% | +350.7% |
| All | +1,077.0% | +308.0% | +769.0% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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