+462.1%
TTMI vs EXPE
+123.2%
+338.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +8.8% |
| 7D | +7.2% | -17.8% | +25.0% | +8.7% |
| 30D | -28.7% | -3.2% | -25.4% | -28.7% |
| 3M | -39.8% | -19.0% | -20.8% | -38.8% |
| 6M | -51.7% | +17.7% | -69.4% | -54.3% |
| YTD | +14.1% | -7.8% | +21.8% | +12.5% |
| 1Y | +16.0% | -1.4% | +17.3% | +12.3% |
| All | +462.1% | +123.2% | +338.9% | +305.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling