+2,624.8%
TFC vs EXPD
+31,808.5%
-29,183.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.8% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | +7.8% | +0.6% | +7.2% | +7.5% |
| 3M | -3.0% | +9.8% | -12.8% | -5.7% |
| 6M | +5.8% | +25.8% | -19.9% | -1.2% |
| YTD | +5.3% | +31.3% | -26.0% | -3.4% |
| 1Y | +15.7% | +40.9% | -25.3% | +4.0% |
| 3Y | +94.8% | +74.7% | +20.1% | +63.4% |
| 5Y | 0.0% | +62.9% | -62.8% | -14.9% |
| 10Y | +79.0% | +334.3% | -255.3% | +18.1% |
| All | +2,624.8% | +31,808.5% | -29,183.7% | +1,177.5% |
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