+96.7%
TFC vs EXPD
+72.3%
+24.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.9% |
| 7D | +0.3% | -5.5% | +5.8% | +2.3% |
| 30D | +9.2% | -1.9% | +11.0% | +9.7% |
| 3M | -2.9% | +6.1% | -9.0% | -5.3% |
| 6M | +3.5% | +21.6% | -18.1% | -4.1% |
| YTD | +5.4% | +27.9% | -22.5% | -5.0% |
| 1Y | +17.3% | +39.4% | -22.1% | +1.9% |
| 3Y | +96.7% | +72.7% | +24.0% | +46.1% |
| All | +96.7% | +72.3% | +24.4% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling