+312.6%
EXPD vs TMF
-86.8%
+399.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -1.1% | -1.4% | +0.3% | -1.2% |
| 30D | +4.1% | -2.8% | +6.9% | +3.9% |
| 3M | +17.9% | -10.9% | +28.8% | +17.2% |
| 6M | +29.2% | -21.3% | +50.5% | +27.6% |
| YTD | +27.4% | -15.9% | +43.2% | +26.3% |
| 1Y | +56.8% | -15.7% | +72.6% | +55.7% |
| 3Y | +68.0% | -43.4% | +111.4% | +63.5% |
| 5Y | +61.9% | -87.8% | +149.6% | +32.4% |
| All | +312.6% | -86.8% | +399.4% | +297.8% |
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