+301.7%
EXPD vs TXT
+112.2%
+189.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | -7.2% | -2.5% | -4.6% | -6.4% |
| 30D | -3.3% | +14.4% | -17.7% | -7.7% |
| 3M | +3.4% | -4.9% | +8.3% | +4.7% |
| 6M | +22.7% | -10.2% | +32.9% | +26.1% |
| YTD | +24.5% | -4.1% | +28.6% | +24.5% |
| 1Y | +38.6% | +4.0% | +34.7% | +34.8% |
| 3Y | +71.5% | +8.0% | +63.6% | +62.3% |
| 5Y | +56.2% | +8.4% | +47.8% | +45.5% |
| All | +301.7% | +112.2% | +189.5% | +212.2% |
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