+444.9%
TTMI vs EXPD
+76.1%
+368.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.3% |
| 7D | +22.6% | +3.6% | +19.0% | +20.9% |
| 30D | -34.3% | +0.3% | -34.6% | -34.0% |
| 3M | -44.8% | +6.1% | -50.8% | -45.7% |
| 6M | -53.3% | +27.4% | -80.7% | -56.9% |
| YTD | +10.6% | +32.0% | -21.4% | -0.8% |
| 1Y | +8.2% | +40.5% | -32.3% | -5.3% |
| All | +444.9% | +76.1% | +368.8% | +292.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling