+60.2%
TXG vs EXPD
+75.3%
-15.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -1.8% | +5.5% | -7.4% | -5.3% |
| 30D | -20.4% | -0.8% | -19.6% | -19.9% |
| 3M | +0.1% | +4.1% | -4.1% | -2.4% |
| 6M | +176.2% | +25.7% | +150.5% | +136.1% |
| YTD | +256.8% | +31.4% | +225.4% | +188.8% |
| 1Y | +255.9% | +42.2% | +213.7% | +169.2% |
| 3Y | +60.2% | +77.2% | -17.0% | -6.9% |
| All | +60.2% | +75.3% | -15.1% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling