+405.4%
TXG vs EXPD
+53.8%
+351.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.7% | +4.8% |
| 7D | -19.3% | +0.3% | -19.5% | -19.5% |
| 30D | -30.9% | +1.8% | -32.8% | -31.5% |
| 3M | +41.1% | +8.9% | +32.1% | +35.9% |
| 6M | +211.9% | +42.2% | +169.6% | +162.3% |
| YTD | +314.0% | +33.4% | +280.6% | +235.6% |
| 1Y | +405.4% | +47.2% | +358.2% | +238.6% |
| All | +405.4% | +53.8% | +351.6% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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