+20,389.3%
TXN vs EXPD
+30,859.1%
-10,469.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -0.1% | -1.1% | +1.1% | +0.3% |
| 30D | -6.9% | +4.1% | -11.0% | -8.2% |
| 3M | -14.9% | +17.9% | -32.8% | -19.5% |
| 6M | +29.0% | +29.2% | -0.2% | +18.0% |
| YTD | +51.5% | +27.4% | +24.1% | +38.6% |
| 1Y | +41.6% | +56.8% | -15.3% | +20.6% |
| 3Y | +65.8% | +68.0% | -2.2% | +37.3% |
| 5Y | +56.8% | +61.9% | -5.0% | +30.4% |
| 10Y | +387.5% | +316.0% | +71.5% | +203.8% |
| All | +20,389.3% | +30,859.1% | -10,469.7% | +7,536.2% |
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