+80.9%
TFC vs EXPD
+329.8%
-249.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.7% | -7.4% | +9.1% | +5.8% |
| 30D | +9.0% | -2.1% | +11.1% | +10.0% |
| 3M | -2.1% | +5.7% | -7.8% | -5.4% |
| 6M | +3.4% | +21.4% | -18.0% | -7.5% |
| YTD | +5.3% | +27.6% | -22.3% | -9.8% |
| 1Y | +16.2% | +36.1% | -20.0% | -4.2% |
| 3Y | +94.8% | +69.9% | +24.9% | +37.4% |
| 5Y | -0.7% | +59.7% | -60.3% | -28.8% |
| 10Y | +80.9% | +323.0% | -242.2% | -28.3% |
| All | +80.9% | +329.8% | -249.0% | -28.3% |
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