+47.9%
EXPE vs TMF
-88.7%
+136.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.7% |
| 7D | -4.2% | -8.2% | +4.0% | -3.7% |
| 30D | -4.5% | +5.3% | -9.9% | -4.7% |
| 3M | -19.7% | -8.5% | -11.2% | -19.4% |
| 6M | +18.3% | -17.2% | +35.5% | +19.3% |
| YTD | -7.3% | -23.4% | +16.1% | -6.4% |
| 1Y | -3.9% | -30.2% | +26.4% | -2.7% |
| 3Y | +123.0% | -32.9% | +155.9% | +123.9% |
| 5Y | +47.9% | -88.5% | +136.5% | +12.0% |
| All | +47.9% | -88.7% | +136.6% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling