+802.3%
TTMI vs EXPE
+723.5%
+78.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.5% |
| 7D | +11.4% | -0.5% | +11.9% | +11.6% |
| 30D | -28.3% | -6.1% | -22.2% | -28.2% |
| 3M | -46.7% | -21.3% | -25.3% | -44.2% |
| 6M | -56.1% | +19.0% | -75.1% | -60.2% |
| YTD | +7.4% | -8.4% | +15.8% | +2.9% |
| 1Y | +17.4% | -2.8% | +20.2% | +10.4% |
| 3Y | +429.1% | +120.8% | +308.4% | +265.3% |
| 5Y | +418.8% | +46.2% | +372.6% | +285.5% |
| 10Y | +411.2% | +123.8% | +287.4% | +187.5% |
| All | +802.3% | +723.5% | +78.8% | +73.0% |
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