+30.0%
TXG vs XPO
+599.1%
-569.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +9.5% | -5.7% | +15.1% | +12.2% |
| 30D | +18.8% | -12.8% | +31.6% | +25.7% |
| 3M | +136.1% | -20.0% | +156.1% | +158.1% |
| 6M | +235.2% | -6.0% | +241.3% | +240.6% |
| YTD | +320.5% | +34.0% | +286.5% | +262.7% |
| 1Y | +425.2% | +35.6% | +389.6% | +347.4% |
| 3Y | +42.9% | +152.3% | -109.4% | -8.6% |
| 5Y | -62.8% | +264.4% | -327.2% | -81.2% |
| All | +30.0% | +599.1% | -569.0% | -47.1% |
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