+57.2%
TXN vs EXPD
+61.6%
-4.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | -0.1% | -1.1% | +1.1% | +0.4% |
| 30D | -6.9% | +4.1% | -11.0% | -8.7% |
| 3M | -14.9% | +17.9% | -32.8% | -21.3% |
| 6M | +29.0% | +29.2% | -0.2% | +13.8% |
| YTD | +51.5% | +27.4% | +24.1% | +33.3% |
| 1Y | +41.6% | +56.8% | -15.3% | +11.4% |
| 3Y | +65.8% | +68.0% | -2.2% | +23.1% |
| All | +57.2% | +61.6% | -4.4% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling