+104.9%
TFC vs EXPD
+314.6%
-209.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +2.4% | -1.1% | +3.6% | +3.0% |
| 30D | -1.3% | +4.1% | -5.4% | -3.5% |
| 3M | +6.1% | +17.9% | -11.8% | -3.2% |
| 6M | +7.3% | +29.2% | -21.9% | -7.5% |
| YTD | +8.2% | +27.4% | -19.2% | -6.8% |
| 1Y | +14.4% | +56.8% | -42.4% | -13.3% |
| 3Y | +93.7% | +68.0% | +25.7% | +38.0% |
| 5Y | +16.4% | +61.9% | -45.5% | -17.5% |
| All | +104.9% | +314.6% | -209.6% | -17.4% |
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