+808.8%
TTMI vs EXPD
+61.6%
+747.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +8.0% | +8.5% |
| 7D | +5.9% | -1.1% | +7.0% | +6.4% |
| 30D | -4.3% | +4.1% | -8.4% | -5.9% |
| 3M | -32.0% | +17.9% | -50.0% | -36.8% |
| 6M | +19.5% | +29.2% | -9.8% | +6.0% |
| YTD | +82.0% | +27.4% | +54.7% | +60.7% |
| 1Y | +172.6% | +56.8% | +115.8% | +116.2% |
| 3Y | +744.7% | +68.0% | +676.6% | +535.4% |
| All | +808.8% | +61.6% | +747.3% | +542.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling