+24.4%
TXG vs EXPD
+166.8%
-142.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.8% |
| 7D | +9.4% | -0.9% | +10.3% | +10.0% |
| 30D | +26.1% | +4.1% | +22.0% | +22.5% |
| 3M | +124.8% | +13.8% | +111.0% | +104.4% |
| 6M | +215.2% | +27.3% | +188.0% | +161.1% |
| YTD | +302.2% | +25.4% | +276.8% | +233.3% |
| 1Y | +370.9% | +54.4% | +316.6% | +230.8% |
| 3Y | +38.5% | +67.9% | -29.4% | -8.7% |
| 5Y | -64.4% | +59.2% | -123.5% | -76.4% |
| All | +24.4% | +166.8% | -142.4% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling