+36.4%
EXPD vs TXT
+4.2%
+32.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.3% |
| 7D | -5.5% | -3.5% | -1.9% | -5.0% |
| 30D | -1.9% | +15.2% | -17.1% | -4.1% |
| 3M | +6.1% | -4.5% | +10.6% | +6.8% |
| 6M | +21.6% | -6.1% | +27.7% | +22.3% |
| YTD | +27.9% | -2.0% | +29.8% | +24.3% |
| All | +36.4% | +4.2% | +32.2% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling