+283.6%
TJX vs XPO
+1,516.3%
-1,232.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -3.4% |
| 30D | -17.2% | -12.8% | -4.4% | -14.8% |
| 3M | -24.9% | -20.0% | -4.9% | -21.6% |
| 6M | -19.7% | -6.0% | -13.6% | -19.3% |
| YTD | -17.2% | +34.0% | -51.2% | -23.6% |
| 1Y | -9.4% | +35.6% | -45.0% | -17.2% |
| 3Y | +43.1% | +152.3% | -109.2% | +7.1% |
| 5Y | +96.7% | +264.4% | -167.7% | +27.1% |
| All | +283.6% | +1,516.3% | -1,232.7% | +74.7% |
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