+179.3%
EXE vs TMF
-88.2%
+267.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | +1.0% | -2.8% | -1.8% |
| 30D | +6.4% | -1.8% | +8.2% | +6.3% |
| 3M | +9.2% | -8.2% | +17.5% | +9.0% |
| 6M | -7.0% | -19.5% | +12.5% | -7.6% |
| YTD | -9.5% | -16.0% | +6.5% | -9.9% |
| 1Y | +6.2% | -22.5% | +28.7% | +5.5% |
| 3Y | +20.7% | -42.3% | +63.0% | +19.4% |
| 5Y | +103.6% | -87.7% | +191.3% | +80.9% |
| All | +179.3% | -88.2% | +267.4% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling