+89.3%
TXT vs XPO
+1,236.5%
-1,147.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -1.1% | +6.9% | -7.9% | -3.4% |
| 30D | +13.3% | +4.1% | +9.2% | +11.4% |
| 3M | -5.1% | -9.7% | +4.6% | -2.1% |
| 6M | -7.1% | -3.8% | -3.3% | -6.9% |
| YTD | -3.2% | +38.8% | -42.0% | -16.2% |
| 1Y | +2.3% | +34.2% | -31.9% | -10.6% |
| 3Y | +11.1% | +126.9% | -115.8% | -25.9% |
| 5Y | +10.0% | +297.5% | -287.5% | -46.0% |
| All | +89.3% | +1,236.5% | -1,147.2% | -38.0% |
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