+135.5%
EXPE vs TXT
+7.8%
+127.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -3.9% |
| 7D | -9.3% | -2.5% | -6.8% | -8.0% |
| 30D | +0.1% | +14.4% | -14.2% | -6.5% |
| 3M | -15.3% | -4.9% | -10.4% | -13.3% |
| 6M | +5.5% | -10.2% | +15.7% | +10.2% |
| YTD | -8.0% | -4.1% | -3.9% | -9.4% |
| 1Y | +18.9% | +4.0% | +14.9% | +10.9% |
| 3Y | +135.5% | +8.0% | +127.6% | +106.0% |
| All | +135.5% | +7.8% | +127.7% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling