+1,924.6%
EXPE vs TMF
-68.9%
+1,993.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.6% |
| 7D | -9.5% | -1.4% | -8.1% | -9.7% |
| 30D | -6.6% | -2.8% | -3.8% | -7.0% |
| 3M | +31.4% | -10.9% | +42.3% | +29.5% |
| 6M | +35.2% | -21.3% | +56.5% | +31.3% |
| YTD | +5.8% | -15.9% | +21.7% | +3.7% |
| 1Y | +38.7% | -15.7% | +54.4% | +36.1% |
| 3Y | +175.8% | -43.4% | +219.1% | +161.6% |
| 5Y | +111.8% | -87.8% | +199.6% | +58.9% |
| 10Y | +179.7% | -86.7% | +266.5% | +128.5% |
| All | +1,924.6% | -68.9% | +1,993.5% | +2,000.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling