+158.0%
EXPE vs TXT
+100.3%
+57.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | -11.5% | +0.8% | -12.3% | -12.0% |
| 30D | -13.1% | -10.4% | -2.6% | -7.3% |
| 3M | +18.1% | -14.3% | +32.5% | +28.3% |
| 6M | +13.3% | -15.1% | +28.4% | +22.9% |
| YTD | -3.2% | -8.3% | +5.1% | -0.9% |
| 1Y | +26.1% | -0.7% | +26.9% | +23.2% |
| 3Y | +151.7% | +6.0% | +145.7% | +131.5% |
| 5Y | +88.3% | +12.5% | +75.8% | +66.1% |
| 10Y | +158.0% | +103.2% | +54.8% | +55.7% |
| All | +158.0% | +100.3% | +57.7% | +55.7% |
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