+326.6%
EXPD vs TXT
+89.4%
+237.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -0.8% | +13.3% | -14.2% | -5.0% |
| 3M | +4.1% | -5.0% | +9.1% | +5.5% |
| 6M | +25.7% | -8.4% | +34.1% | +28.3% |
| YTD | +31.4% | -4.0% | +35.4% | +31.2% |
| 1Y | +42.2% | +2.8% | +39.4% | +38.7% |
| 3Y | +77.2% | +10.3% | +66.9% | +66.4% |
| 5Y | +61.0% | +9.2% | +51.8% | +49.5% |
| All | +326.6% | +89.4% | +237.2% | +231.2% |
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