+1,413.4%
TTMI vs EXPE
+770.2%
+643.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | +7.5% | -11.5% | +19.0% | +11.2% |
| 30D | -4.5% | -13.1% | +8.6% | -1.1% |
| 3M | -28.5% | +18.1% | -46.7% | -33.6% |
| 6M | +28.4% | +13.3% | +15.1% | +19.9% |
| YTD | +80.1% | -3.2% | +83.3% | +73.2% |
| 1Y | +161.0% | +26.1% | +134.9% | +128.2% |
| 3Y | +862.4% | +151.7% | +710.7% | +546.7% |
| 5Y | +812.9% | +88.3% | +724.6% | +532.3% |
| 10Y | +1,094.7% | +158.0% | +936.7% | +552.3% |
| All | +1,413.4% | +770.2% | +643.2% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling