+855.0%
EXPE vs TXT
+129.8%
+725.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -9.5% | -4.8% | -4.8% | -7.6% |
| 30D | -6.6% | -10.6% | +4.0% | -2.0% |
| 3M | +31.4% | -13.2% | +44.6% | +38.7% |
| 6M | +35.2% | -20.3% | +55.5% | +47.3% |
| YTD | +5.8% | -9.3% | +15.1% | +8.5% |
| 1Y | +38.7% | -2.7% | +41.4% | +38.2% |
| 3Y | +175.8% | +1.4% | +174.4% | +168.4% |
| 5Y | +111.8% | +9.6% | +102.3% | +100.2% |
| 10Y | +179.7% | +94.9% | +84.8% | +100.7% |
| All | +855.0% | +129.8% | +725.2% | +515.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling