+311.0%
EXPD vs TMF
-84.4%
+395.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.0% | -4.4% |
| 7D | -4.8% | +2.7% | -7.5% | -4.7% |
| 30D | -1.5% | +19.3% | -20.8% | -0.6% |
| 3M | +4.1% | -3.7% | +7.8% | +4.0% |
| 6M | +24.0% | -11.3% | +35.3% | +23.3% |
| YTD | +27.4% | -16.6% | +44.0% | +26.3% |
| 1Y | +38.4% | -21.1% | +59.5% | +36.8% |
| 3Y | +73.2% | -26.8% | +100.0% | +72.4% |
| 5Y | +59.9% | -88.0% | +147.9% | +29.6% |
| All | +311.0% | -84.4% | +395.3% | +287.1% |
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