+1,084.3%
TTMI vs EXPE
+165.2%
+919.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | +6.0% | -8.7% | +14.7% | +8.1% |
| 30D | -6.4% | -13.6% | +7.2% | -3.6% |
| 3M | -28.9% | +26.6% | -55.6% | -34.3% |
| 6M | +26.9% | +19.9% | +6.9% | +18.1% |
| YTD | +77.3% | -1.7% | +79.0% | +71.3% |
| 1Y | +147.5% | +29.4% | +118.1% | +119.5% |
| 3Y | +847.6% | +155.7% | +692.0% | +569.7% |
| 5Y | +802.2% | +93.1% | +709.1% | +548.0% |
| All | +1,084.3% | +165.2% | +919.1% | +611.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling