+443.1%
TTMI vs EXPD
+1,899.4%
-1,456.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +8.0% | +8.3% |
| 7D | +5.9% | -1.1% | +7.0% | +6.6% |
| 30D | -4.3% | +4.1% | -8.4% | -6.4% |
| 3M | -32.0% | +17.9% | -50.0% | -38.3% |
| 6M | +19.5% | +29.2% | -9.8% | +1.7% |
| YTD | +82.0% | +27.4% | +54.7% | +54.3% |
| 1Y | +172.6% | +56.8% | +115.8% | +102.7% |
| 3Y | +744.7% | +68.0% | +676.6% | +493.8% |
| 5Y | +805.6% | +61.9% | +743.7% | +532.0% |
| 10Y | +1,057.6% | +316.0% | +741.6% | +347.4% |
| All | +443.1% | +1,899.4% | -1,456.3% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling