+69.2%
EXPD vs TXT
+1.6%
+67.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.7% |
| 3M | +17.9% | -13.2% | +31.1% | +22.7% |
| 6M | +29.2% | -20.3% | +49.6% | +38.2% |
| YTD | +27.4% | -9.3% | +36.6% | +29.2% |
| 1Y | +56.8% | -2.7% | +59.5% | +54.7% |
| All | +69.2% | +1.6% | +67.6% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling