-59.6%
TTMI vs EXPD
+20.5%
-80.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.2% | +8.6% |
| 7D | -19.8% | -7.2% | -12.6% | -14.3% |
| 30D | -48.1% | -3.3% | -44.9% | -45.7% |
| 3M | -51.2% | +3.4% | -54.6% | -50.7% |
| 6M | -59.6% | +22.7% | -82.3% | -61.5% |
| All | -59.6% | +20.5% | -80.1% | -61.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling