+172.4%
TFC vs EXPE
+851.4%
-679.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | +2.4% | -9.5% | +12.0% | +5.8% |
| 30D | -1.3% | -6.6% | +5.3% | +0.7% |
| 3M | +6.1% | +31.4% | -25.3% | -4.1% |
| 6M | +7.3% | +35.2% | -27.9% | -5.0% |
| YTD | +8.2% | +5.8% | +2.4% | +2.7% |
| 1Y | +14.4% | +38.7% | -24.2% | -2.0% |
| 3Y | +93.7% | +175.8% | -82.1% | +25.0% |
| 5Y | +16.4% | +111.8% | -95.4% | -22.1% |
| 10Y | +101.6% | +179.7% | -78.2% | +11.8% |
| All | +172.4% | +851.4% | -679.1% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling