+104.5%
TFC vs EXPE
+182.4%
-77.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +2.4% | -9.5% | +12.0% | +4.7% |
| 30D | -1.3% | -6.6% | +5.3% | +0.1% |
| 3M | +6.1% | +31.4% | -25.3% | -1.0% |
| 6M | +7.3% | +35.2% | -27.9% | -1.4% |
| YTD | +8.2% | +5.8% | +2.4% | +5.0% |
| 1Y | +14.4% | +38.7% | -24.2% | +1.9% |
| All | +104.5% | +182.4% | -77.9% | +43.8% |
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