+88.5%
TFC vs EXPD
+304.0%
-215.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | +0.3% |
| 7D | +1.2% | -7.2% | +8.4% | +5.1% |
| 30D | +8.3% | -3.3% | +11.6% | +10.0% |
| 3M | -5.2% | +3.4% | -8.6% | -7.2% |
| 6M | -0.8% | +22.7% | -23.5% | -11.8% |
| YTD | +3.4% | +24.5% | -21.1% | -10.1% |
| 1Y | +17.0% | +38.6% | -21.6% | -4.5% |
| 3Y | +86.2% | +71.5% | +14.7% | +30.4% |
| 5Y | -2.3% | +56.2% | -58.5% | -29.1% |
| All | +88.5% | +304.0% | -215.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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