+131.2%
EXPE vs TXG
+16.0%
+115.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -9.5% | +1.8% | -11.3% | -9.9% |
| 30D | -6.6% | +32.0% | -38.6% | -12.3% |
| 3M | +31.4% | +87.0% | -55.6% | +13.7% |
| 6M | +35.2% | +180.1% | -144.9% | +6.6% |
| YTD | +5.8% | +284.1% | -278.3% | -22.2% |
| 1Y | +38.7% | +361.7% | -323.0% | -3.1% |
| 3Y | +175.8% | +15.9% | +159.9% | +133.9% |
| 5Y | +111.8% | -66.2% | +178.0% | +93.7% |
| All | +131.2% | +16.0% | +115.2% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling