+2,602.0%
TFC vs EXPD
+30,870.6%
-28,268.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.4% | -0.8% |
| 7D | +1.1% | -4.8% | +5.9% | +2.4% |
| 30D | +7.8% | -1.5% | +9.3% | +8.1% |
| 3M | -4.8% | +4.1% | -8.9% | -6.0% |
| 6M | +1.8% | +24.0% | -22.2% | -4.5% |
| YTD | +4.4% | +27.4% | -23.0% | -3.4% |
| 1Y | +18.0% | +38.4% | -20.4% | +6.6% |
| 3Y | +85.2% | +73.2% | +12.0% | +55.8% |
| 5Y | -1.4% | +59.9% | -61.2% | -15.7% |
| 10Y | +95.7% | +319.9% | -224.2% | +30.3% |
| All | +2,602.0% | +30,870.6% | -28,268.5% | +1,177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling