+75.5%
EXPD vs TMF
-25.2%
+100.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.0% | -4.5% |
| 7D | -4.8% | +2.7% | -7.5% | -5.0% |
| 30D | -1.5% | +19.3% | -20.8% | -2.7% |
| 3M | +4.1% | -3.7% | +7.8% | +4.3% |
| 6M | +24.0% | -11.3% | +35.3% | +24.7% |
| YTD | +27.4% | -16.6% | +44.0% | +28.4% |
| 1Y | +38.4% | -21.1% | +59.5% | +40.0% |
| All | +75.5% | -25.2% | +100.7% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling