+301.7%
EXPD vs TMF
-84.4%
+386.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -7.2% | +1.2% | -8.4% | -7.1% |
| 30D | -3.3% | +19.7% | -23.0% | -2.3% |
| 3M | +3.4% | -2.1% | +5.5% | +3.3% |
| 6M | +22.7% | -13.4% | +36.1% | +21.8% |
| YTD | +24.5% | -16.7% | +41.3% | +23.5% |
| 1Y | +38.6% | -23.3% | +62.0% | +36.9% |
| 3Y | +71.5% | -24.8% | +96.3% | +71.1% |
| 5Y | +56.2% | -88.0% | +144.3% | +26.6% |
| All | +301.7% | -84.4% | +386.1% | +278.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling