+97.2%
TJX vs XPO
+261.3%
-164.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -3.7% |
| 30D | -17.2% | -12.8% | -4.4% | -15.4% |
| 3M | -24.9% | -20.0% | -4.9% | -22.4% |
| 6M | -19.7% | -6.0% | -13.6% | -19.4% |
| YTD | -17.2% | +34.0% | -51.2% | -22.0% |
| 1Y | -9.4% | +35.6% | -45.0% | -15.3% |
| 3Y | +43.1% | +152.3% | -109.2% | +13.5% |
| All | +97.2% | +261.3% | -164.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling