+84.6%
TXN vs EXPE
+46.0%
+38.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.6% |
| 7D | +9.5% | -0.5% | +10.0% | +9.6% |
| 30D | +8.7% | -6.1% | +14.8% | +9.8% |
| 3M | +11.6% | -21.3% | +32.9% | +16.4% |
| 6M | +0.1% | +19.0% | -18.9% | -5.5% |
| YTD | +78.8% | -8.4% | +87.2% | +76.8% |
| 1Y | +91.2% | -2.8% | +94.0% | +85.7% |
| 3Y | +125.8% | +120.8% | +5.1% | +68.4% |
| All | +84.6% | +46.0% | +38.6% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling