+160.4%
TFC vs EXPE
+727.6%
-567.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | +0.7% |
| 7D | +1.2% | -9.3% | +10.5% | +4.0% |
| 30D | +8.3% | +0.1% | +8.2% | +7.4% |
| 3M | -5.2% | -15.3% | +10.1% | -1.0% |
| 6M | -0.8% | +5.5% | -6.3% | -4.7% |
| YTD | +3.4% | -8.0% | +11.4% | +1.8% |
| 1Y | +17.0% | +18.9% | -1.9% | +4.6% |
| 3Y | +86.2% | +135.5% | -49.4% | +25.8% |
| 5Y | -2.3% | +44.3% | -46.6% | -25.7% |
| 10Y | +93.9% | +117.7% | -23.8% | +15.7% |
| All | +160.4% | +727.6% | -567.2% | -38.5% |
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