+332.6%
EXPD vs TXT
+115.3%
+217.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.0% |
| 7D | -5.5% | -3.5% | -1.9% | -4.3% |
| 30D | -1.9% | +15.2% | -17.1% | -6.6% |
| 3M | +6.1% | -4.5% | +10.6% | +7.3% |
| 6M | +21.6% | -6.1% | +27.7% | +23.2% |
| YTD | +27.9% | -2.0% | +29.8% | +26.9% |
| 1Y | +39.4% | +4.2% | +35.2% | +35.5% |
| 3Y | +72.7% | +14.4% | +58.3% | +60.3% |
| 5Y | +60.3% | +12.3% | +48.0% | +47.6% |
| 10Y | +332.6% | +101.8% | +230.7% | +224.6% |
| All | +332.6% | +115.3% | +217.2% | +224.6% |
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