+154.8%
EXPE vs TXG
+41.0%
+113.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -11.5% | +9.1% | -20.7% | -13.2% |
| 30D | -13.1% | +14.9% | -28.0% | -16.0% |
| 3M | +18.1% | +120.0% | -101.8% | -2.4% |
| 6M | +13.3% | +221.8% | -208.5% | -15.1% |
| YTD | -3.2% | +312.6% | -315.8% | -31.9% |
| 1Y | +26.1% | +398.4% | -372.3% | -16.3% |
| All | +154.8% | +41.0% | +113.7% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling