+42.2%
EXPD vs TMF
-30.5%
+72.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.4% |
| 7D | +5.5% | -9.3% | +14.8% | +5.5% |
| 30D | -0.8% | +1.9% | -2.7% | -1.0% |
| 3M | +4.1% | -11.2% | +15.4% | +4.0% |
| 6M | +25.7% | -17.7% | +43.4% | +24.9% |
| YTD | +31.4% | -24.5% | +55.9% | +29.4% |
| 1Y | +42.2% | -29.4% | +71.6% | +43.1% |
| All | +42.2% | -30.5% | +72.6% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling