+1,618.4%
TXN vs XPO
+10,152.6%
-8,534.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +2.2% | +2.7% | -0.5% | +1.8% |
| 30D | -9.5% | -6.2% | -3.3% | -8.7% |
| 3M | -10.5% | -15.4% | +4.9% | -8.5% |
| 6M | +35.4% | +0.7% | +34.6% | +35.1% |
| YTD | +51.8% | +39.8% | +11.9% | +44.5% |
| 1Y | +42.9% | +43.3% | -0.4% | +35.3% |
| 3Y | +71.3% | +166.0% | -94.7% | +47.8% |
| 5Y | +58.0% | +274.2% | -216.2% | +28.0% |
| 10Y | +393.3% | +1,429.0% | -1,035.8% | +246.4% |
| All | +1,618.4% | +10,152.6% | -8,534.1% | +959.4% |
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