+23.3%
TXG vs EXPD
+172.0%
-148.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.7% | +7.0% | +7.8% |
| 7D | +5.5% | -5.5% | +11.0% | +10.2% |
| 30D | -19.3% | -1.9% | -17.5% | -18.1% |
| 3M | +25.0% | +6.1% | +18.9% | +20.0% |
| 6M | +201.2% | +21.6% | +179.5% | +161.1% |
| YTD | +298.8% | +27.9% | +270.9% | +226.7% |
| 1Y | +326.6% | +39.4% | +287.2% | +227.3% |
| 3Y | +78.3% | +72.7% | +5.7% | +15.2% |
| 5Y | -61.3% | +60.3% | -121.6% | -74.5% |
| All | +23.3% | +172.0% | -148.6% | -40.9% |
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