+172.6%
TTMI vs EXPE
+40.7%
+132.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.5% | +8.6% |
| 7D | +5.9% | -9.5% | +15.4% | +4.6% |
| 30D | -4.3% | -6.6% | +2.3% | -5.0% |
| 3M | -32.0% | +31.4% | -63.4% | -31.4% |
| 6M | +19.5% | +35.2% | -15.7% | +20.2% |
| YTD | +82.0% | +5.8% | +76.2% | +85.9% |
| 1Y | +172.6% | +38.7% | +134.0% | +186.7% |
| All | +172.6% | +40.7% | +132.0% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling