+30,870.6%
EXPD vs TXT
+2,239.7%
+28,630.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -3.9% |
| 7D | -4.8% | -2.5% | -2.2% | -4.0% |
| 30D | -1.5% | +12.8% | -14.4% | -5.6% |
| 3M | +4.1% | -3.6% | +7.7% | +5.0% |
| 6M | +24.0% | -6.9% | +31.0% | +25.9% |
| YTD | +27.4% | -2.2% | +29.6% | +26.6% |
| 1Y | +38.4% | +6.3% | +32.1% | +33.8% |
| 3Y | +73.2% | +10.3% | +62.9% | +63.5% |
| 5Y | +59.9% | +10.6% | +49.2% | +49.0% |
| 10Y | +319.9% | +121.0% | +198.9% | +190.0% |
| All | +30,870.6% | +2,239.7% | +28,630.9% | +10,697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling