+86.2%
TFC vs EXPE
+131.0%
-44.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | +0.1% |
| 7D | +1.2% | -9.3% | +10.5% | +3.0% |
| 30D | +8.3% | +0.1% | +8.2% | +7.8% |
| 3M | -5.2% | -15.3% | +10.1% | -2.4% |
| 6M | -0.8% | +5.5% | -6.3% | -3.2% |
| YTD | +3.4% | -8.0% | +11.4% | +3.1% |
| 1Y | +17.0% | +18.9% | -1.9% | +8.1% |
| 3Y | +86.2% | +135.5% | -49.4% | +32.1% |
| All | +86.2% | +131.0% | -44.8% | +32.1% |
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