+115.9%
EXPE vs TMF
-82.2%
+198.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -2.2% |
| 7D | -11.2% | -1.1% | -10.1% | -11.2% |
| 30D | -7.5% | +11.8% | -19.3% | -7.0% |
| 3M | -19.1% | -4.0% | -15.0% | -19.3% |
| 6M | +10.7% | -16.5% | +27.3% | +9.6% |
| YTD | -9.9% | -19.9% | +10.0% | -11.0% |
| 1Y | -4.6% | -25.6% | +20.9% | -6.1% |
| 3Y | +116.8% | -29.9% | +146.7% | +114.7% |
| 5Y | +38.6% | -88.2% | +126.8% | +9.6% |
| 10Y | +115.9% | -81.7% | +197.6% | +77.7% |
| All | +115.9% | -82.2% | +198.1% | +77.7% |
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