+451.5%
TTMI vs EXPE
+42.3%
+409.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +8.6% |
| 7D | +7.2% | -17.8% | +25.0% | +10.9% |
| 30D | -28.7% | -3.2% | -25.4% | -28.9% |
| 3M | -39.8% | -19.0% | -20.8% | -38.3% |
| 6M | -51.7% | +17.7% | -69.4% | -55.0% |
| YTD | +14.1% | -7.8% | +21.8% | +10.9% |
| 1Y | +16.0% | -1.4% | +17.3% | +10.8% |
| 3Y | +452.7% | +121.9% | +330.7% | +302.5% |
| 5Y | +451.5% | +44.3% | +407.2% | +301.5% |
| All | +451.5% | +42.3% | +409.2% | +301.5% |
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