+118.5%
EXPE vs TMF
-83.0%
+201.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.3% | +0.6% | -13.9% | -13.3% |
| 30D | -5.5% | +16.3% | -21.8% | -4.9% |
| 3M | -16.5% | -2.7% | -13.8% | -16.6% |
| 6M | +13.1% | -13.2% | +26.3% | +12.2% |
| YTD | -8.0% | -16.7% | +8.7% | -8.9% |
| 1Y | +1.1% | -22.7% | +23.8% | -0.4% |
| 3Y | +131.2% | -26.1% | +157.2% | +129.5% |
| 5Y | +39.8% | -88.4% | +128.2% | +9.8% |
| 10Y | +118.5% | -81.8% | +200.3% | +82.1% |
| All | +118.5% | -83.0% | +201.5% | +82.1% |
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