+396.7%
TTMI vs EXPD
+304.0%
+92.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.2% | +8.1% |
| 7D | -19.8% | -7.2% | -12.6% | -16.2% |
| 30D | -48.1% | -3.3% | -44.9% | -47.0% |
| 3M | -51.2% | +3.4% | -54.6% | -51.9% |
| 6M | -59.6% | +22.7% | -82.3% | -63.8% |
| YTD | -3.6% | +24.5% | -28.1% | -16.1% |
| 1Y | -2.3% | +38.6% | -41.0% | -19.9% |
| 3Y | +369.4% | +71.5% | +297.9% | +230.4% |
| 5Y | +365.4% | +56.2% | +309.2% | +238.5% |
| All | +396.7% | +304.0% | +92.7% | +100.0% |
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