+45.0%
TXN vs EXPD
+56.9%
-11.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.7% |
| 7D | +2.7% | +1.2% | +1.5% | +2.4% |
| 30D | -6.7% | +5.2% | -11.9% | -7.8% |
| 3M | -8.9% | +13.2% | -22.1% | -11.6% |
| 6M | +34.7% | +30.3% | +4.4% | +26.6% |
| YTD | +53.3% | +27.0% | +26.3% | +44.2% |
| 1Y | +45.0% | +57.3% | -12.3% | +29.1% |
| All | +45.0% | +56.9% | -11.8% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling