+80.3%
EXE vs TMF
-88.6%
+168.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.8% |
| 7D | +5.3% | -9.3% | +14.6% | +5.1% |
| 30D | -2.2% | +1.9% | -4.1% | -2.1% |
| 3M | -5.9% | -11.2% | +5.3% | -6.2% |
| 6M | -5.7% | -17.7% | +12.0% | -6.1% |
| YTD | -17.8% | -24.5% | +6.6% | -18.3% |
| 1Y | -23.1% | -29.4% | +6.3% | -23.6% |
| 3Y | +21.2% | -33.4% | +54.6% | +20.2% |
| All | +80.3% | -88.6% | +168.9% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling