+12.4%
TXG vs EXPD
+164.8%
-152.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.7% |
| 7D | -15.4% | -7.2% | -8.3% | -10.8% |
| 30D | -22.1% | -3.3% | -18.8% | -20.2% |
| 3M | +30.0% | +3.4% | +26.6% | +26.9% |
| 6M | +160.7% | +22.7% | +138.0% | +123.9% |
| YTD | +263.5% | +24.5% | +238.9% | +203.0% |
| 1Y | +356.0% | +38.6% | +317.4% | +251.2% |
| 3Y | +53.4% | +71.5% | -18.1% | -0.8% |
| 5Y | -66.7% | +56.2% | -122.9% | -77.7% |
| All | +12.4% | +164.8% | -152.4% | -45.2% |
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