+40.5%
EXPD vs TMF
-29.9%
+70.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.6% |
| 7D | +3.6% | -8.2% | +11.8% | +3.6% |
| 30D | +0.3% | +5.3% | -5.1% | +0.1% |
| 3M | +6.1% | -8.5% | +14.5% | +5.9% |
| 6M | +27.4% | -17.2% | +44.5% | +26.7% |
| YTD | +32.0% | -23.4% | +55.4% | +30.1% |
| 1Y | +40.5% | -30.2% | +70.8% | +43.5% |
| All | +40.5% | -29.9% | +70.4% | +43.5% |
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 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