+843.5%
TTMI vs EXPE
+89.5%
+754.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.9% | +10.9% | +4.5% |
| 7D | +12.2% | -9.8% | +21.9% | +14.2% |
| 30D | -5.7% | -11.5% | +5.8% | -4.0% |
| 3M | -27.5% | +21.7% | -49.2% | -31.8% |
| 6M | +47.1% | +10.4% | +36.8% | +40.6% |
| YTD | +87.5% | -2.5% | +90.0% | +82.7% |
| 1Y | +175.2% | +27.3% | +147.9% | +148.0% |
| 3Y | +901.9% | +153.5% | +748.4% | +625.8% |
| 5Y | +843.5% | +91.1% | +752.4% | +579.4% |
| All | +843.5% | +89.5% | +754.0% | +579.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling