+115.5%
EXPE vs TMF
-84.4%
+199.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | -9.3% | +1.2% | -10.5% | -9.3% |
| 30D | +0.1% | +19.7% | -19.6% | +0.9% |
| 3M | -15.3% | -2.1% | -13.2% | -15.5% |
| 6M | +5.5% | -13.4% | +18.9% | +4.6% |
| YTD | -8.0% | -16.7% | +8.8% | -8.9% |
| 1Y | +18.9% | -23.3% | +42.2% | +17.2% |
| 3Y | +135.5% | -24.8% | +160.4% | +134.3% |
| 5Y | +44.3% | -88.0% | +132.3% | +14.8% |
| All | +115.5% | -84.4% | +199.9% | +82.5% |
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 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