+312.6%
EXPD vs TXT
+94.9%
+217.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.1% | -4.8% | +3.6% | +0.4% |
| 30D | +4.1% | -10.6% | +14.7% | +7.9% |
| 3M | +17.9% | -13.2% | +31.1% | +23.0% |
| 6M | +29.2% | -20.3% | +49.6% | +38.3% |
| YTD | +27.4% | -9.3% | +36.6% | +30.0% |
| 1Y | +56.8% | -2.7% | +59.5% | +56.2% |
| 3Y | +68.0% | +1.4% | +66.7% | +62.6% |
| 5Y | +61.9% | +9.6% | +52.3% | +50.8% |
| All | +312.6% | +94.9% | +217.7% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling