+118.5%
EXPE vs TXT
+115.3%
+3.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -1.4% |
| 7D | -13.3% | -3.5% | -9.8% | -11.4% |
| 30D | -5.5% | +15.2% | -20.7% | -13.4% |
| 3M | -16.5% | -4.5% | -12.0% | -14.5% |
| 6M | +13.1% | -6.1% | +19.2% | +15.6% |
| YTD | -8.0% | -2.0% | -6.0% | -9.8% |
| 1Y | +1.1% | +4.2% | -3.1% | -4.5% |
| 3Y | +131.2% | +14.4% | +116.8% | +102.5% |
| 5Y | +39.8% | +12.3% | +27.4% | +22.7% |
| 10Y | +118.5% | +101.8% | +16.6% | +31.5% |
| All | +118.5% | +115.3% | +3.1% | +31.5% |
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