+127.7%
EXPE vs TXT
+89.4%
+38.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -6.1% | +13.3% | -19.4% | -13.1% |
| 3M | -21.3% | -5.0% | -16.3% | -19.3% |
| 6M | +19.0% | -8.4% | +27.4% | +23.4% |
| YTD | -8.4% | -4.0% | -4.4% | -9.2% |
| 1Y | -2.8% | +2.8% | -5.6% | -7.6% |
| 3Y | +120.8% | +10.3% | +110.5% | +97.5% |
| 5Y | +46.2% | +9.2% | +37.0% | +30.4% |
| All | +127.7% | +89.4% | +38.2% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling