+178.5%
EXE vs TMF
-88.2%
+266.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.1% |
| 7D | -0.3% | -1.4% | +1.2% | -0.3% |
| 30D | +8.5% | -2.8% | +11.3% | +8.4% |
| 3M | +5.5% | -10.9% | +16.4% | +5.1% |
| 6M | -5.9% | -21.3% | +15.4% | -6.5% |
| YTD | -9.7% | -15.9% | +6.2% | -10.1% |
| 1Y | +3.6% | -15.7% | +19.3% | +3.1% |
| 3Y | +18.0% | -43.4% | +61.4% | +16.6% |
| 5Y | +109.4% | -87.8% | +197.2% | +85.8% |
| All | +178.5% | -88.2% | +266.6% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling