+114.8%
EXPE vs TXG
+22.9%
+91.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +1.8% |
| 7D | -8.7% | +5.0% | -13.7% | -9.7% |
| 30D | -13.6% | +13.5% | -27.1% | -16.2% |
| 3M | +26.6% | +128.0% | -101.4% | +5.3% |
| 6M | +19.9% | +224.4% | -204.5% | -8.2% |
| YTD | -1.7% | +307.0% | -308.7% | -28.7% |
| 1Y | +29.4% | +427.2% | -397.8% | -12.0% |
| 3Y | +155.7% | +40.2% | +115.5% | +108.9% |
| 5Y | +93.1% | -64.0% | +157.1% | +74.2% |
| All | +114.8% | +22.9% | +91.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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