+125.4%
EXPE vs TMF
-81.8%
+207.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -17.8% | -3.4% | -14.4% | -17.9% |
| 30D | -3.2% | +11.5% | -14.7% | -2.8% |
| 3M | -19.0% | -4.5% | -14.5% | -19.2% |
| 6M | +17.7% | -15.0% | +32.7% | +16.7% |
| YTD | -7.8% | -19.9% | +12.1% | -8.9% |
| 1Y | -1.4% | -26.6% | +25.2% | -3.0% |
| 3Y | +121.9% | -29.8% | +151.8% | +119.8% |
| 5Y | +44.3% | -88.2% | +132.4% | +14.1% |
| 10Y | +125.4% | -81.4% | +206.8% | +84.9% |
| All | +125.4% | -81.8% | +207.2% | +84.9% |
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