+203.6%
TGT vs XPO
+1,516.3%
-1,312.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.2% | -5.7% | +0.4% | -4.0% |
| 30D | +1.2% | -12.8% | +14.0% | +4.1% |
| 3M | +18.4% | -20.0% | +38.4% | +23.9% |
| 6M | +33.4% | -6.0% | +39.5% | +34.1% |
| YTD | +63.8% | +34.0% | +29.8% | +51.0% |
| 1Y | +77.2% | +35.6% | +41.6% | +62.1% |
| 3Y | +41.8% | +152.3% | -110.5% | +9.6% |
| 5Y | -25.5% | +264.4% | -289.9% | -49.4% |
| All | +203.6% | +1,516.3% | -1,312.7% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling