+127.7%
EXPE vs TMF
-82.1%
+209.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -0.5% | -9.3% | +8.8% | -0.9% |
| 30D | -6.1% | +1.9% | -8.0% | -6.0% |
| 3M | -21.3% | -11.2% | -10.1% | -21.8% |
| 6M | +19.0% | -17.7% | +36.7% | +17.8% |
| YTD | -8.4% | -24.5% | +16.0% | -9.7% |
| 1Y | -2.8% | -29.4% | +26.6% | -4.5% |
| 3Y | +120.8% | -33.4% | +154.2% | +118.2% |
| 5Y | +46.2% | -88.7% | +134.9% | +15.5% |
| All | +127.7% | -82.1% | +209.7% | +86.2% |
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