+27.3%
EXPE vs TXT
-2.3%
+29.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.5% | -8.0% |
| 7D | -9.8% | -0.2% | -9.5% | -9.7% |
| 30D | -11.5% | -11.1% | -0.4% | -8.8% |
| 3M | +21.7% | -13.0% | +34.7% | +25.3% |
| 6M | +10.4% | -16.2% | +26.6% | +14.9% |
| YTD | -2.5% | -8.7% | +6.2% | -7.2% |
| 1Y | +27.3% | -3.8% | +31.1% | +13.4% |
| All | +27.3% | -2.3% | +29.6% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling