+3,263.8%
TJX vs XPO
+9,839.2%
-6,575.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.9% |
| 7D | -4.0% | -0.9% | -3.0% | -3.9% |
| 30D | -20.3% | -8.1% | -12.2% | -19.7% |
| 3M | -23.3% | -19.0% | -4.2% | -21.8% |
| 6M | -19.7% | -5.2% | -14.6% | -19.6% |
| YTD | -17.1% | +35.6% | -52.7% | -20.1% |
| 1Y | -8.8% | +41.1% | -49.9% | -12.6% |
| 3Y | +43.4% | +157.9% | -114.5% | +27.4% |
| 5Y | +95.2% | +265.6% | -170.4% | +64.5% |
| 10Y | +288.1% | +1,516.8% | -1,228.8% | +192.9% |
| All | +3,263.8% | +9,839.2% | -6,575.3% | +2,319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling