+144.5%
EXE vs TMF
-88.3%
+232.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.9% | +0.6% | -4.5% | -3.9% |
| 30D | -2.6% | +16.3% | -18.9% | -2.0% |
| 3M | -6.9% | -2.7% | -4.2% | -6.9% |
| 6M | -9.3% | -13.2% | +3.9% | -9.7% |
| YTD | -20.7% | -16.7% | -4.1% | -21.1% |
| 1Y | -21.8% | -22.7% | +0.9% | -22.4% |
| 3Y | +16.2% | -26.1% | +42.3% | +15.7% |
| 5Y | +61.1% | -88.4% | +149.5% | +41.0% |
| All | +144.5% | -88.3% | +232.8% | +113.5% |
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