+75.7%
TFC vs EXPD
+335.0%
-259.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.5% |
| 7D | +2.3% | +5.5% | -3.3% | -0.7% |
| 30D | +10.8% | -0.8% | +11.6% | +11.0% |
| 3M | -3.8% | +4.1% | -7.9% | -6.2% |
| 6M | +9.6% | +25.7% | -16.1% | -3.8% |
| YTD | +5.8% | +31.4% | -25.6% | -10.8% |
| 1Y | +16.2% | +42.2% | -26.0% | -6.4% |
| 3Y | +96.0% | +77.2% | +18.8% | +35.0% |
| 5Y | +1.7% | +61.0% | -59.3% | -27.2% |
| All | +75.7% | +335.0% | -259.3% | -30.1% |
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