+135.5%
EXPE vs TMF
-25.3%
+160.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -9.3% | +1.2% | -10.5% | -9.4% |
| 30D | +0.1% | +19.7% | -19.6% | -1.1% |
| 3M | -15.3% | -2.1% | -13.2% | -15.4% |
| 6M | +5.5% | -13.4% | +18.9% | +5.9% |
| YTD | -8.0% | -16.7% | +8.8% | -7.6% |
| 1Y | +18.9% | -23.3% | +42.2% | +19.5% |
| 3Y | +135.5% | -24.8% | +160.4% | +132.3% |
| All | +135.5% | -25.3% | +160.9% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling