+96.0%
TFC vs EXPE
+121.7%
-25.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +10.8% | -6.1% | +16.9% | +11.8% |
| 3M | -3.8% | -21.3% | +17.6% | +0.6% |
| 6M | +9.6% | +19.0% | -9.4% | +4.1% |
| YTD | +5.8% | -8.4% | +14.2% | +5.5% |
| 1Y | +16.2% | -2.8% | +19.0% | +13.8% |
| 3Y | +96.0% | +120.8% | -24.8% | +35.8% |
| All | +96.0% | +121.7% | -25.7% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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