+17.3%
TFC vs EXPD
+61.6%
-44.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +2.4% | -1.1% | +3.6% | +2.9% |
| 30D | -1.3% | +4.1% | -5.4% | -3.0% |
| 3M | +6.1% | +17.9% | -11.8% | -1.3% |
| 6M | +7.3% | +29.2% | -21.9% | -4.5% |
| YTD | +8.2% | +27.4% | -19.2% | -3.8% |
| 1Y | +14.4% | +56.8% | -42.4% | -8.2% |
| 3Y | +93.7% | +68.0% | +25.7% | +47.8% |
| All | +17.3% | +61.6% | -44.3% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling