+18.8%
TXG vs EXPD
+170.8%
-152.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.5% |
| 7D | +1.8% | -1.1% | +2.9% | +2.6% |
| 30D | +32.0% | +4.1% | +27.9% | +28.3% |
| 3M | +87.0% | +17.9% | +69.1% | +65.7% |
| 6M | +180.1% | +29.2% | +150.8% | +129.7% |
| YTD | +284.1% | +27.4% | +256.8% | +215.2% |
| 1Y | +361.7% | +56.8% | +304.8% | +220.9% |
| 3Y | +15.9% | +68.0% | -52.1% | -23.6% |
| 5Y | -66.2% | +61.9% | -128.0% | -77.8% |
| All | +18.8% | +170.8% | -152.1% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling