+71.9%
TXN vs EXPE
+149.5%
-77.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +2.7% | -11.5% | +14.2% | +4.6% |
| 30D | -6.7% | -13.1% | +6.3% | -4.9% |
| 3M | -8.9% | +18.1% | -27.1% | -12.6% |
| 6M | +34.7% | +13.3% | +21.4% | +29.2% |
| YTD | +53.3% | -3.2% | +56.5% | +51.8% |
| 1Y | +45.0% | +26.1% | +18.9% | +32.4% |
| All | +71.9% | +149.5% | -77.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling