+5.5%
TXT vs XPO
+159.4%
-153.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -0.2% | +2.7% | -2.9% | -0.9% |
| 30D | -11.1% | -6.2% | -4.9% | -9.8% |
| 3M | -13.0% | -15.4% | +2.4% | -9.6% |
| 6M | -16.2% | +0.7% | -16.9% | -16.9% |
| YTD | -8.7% | +39.8% | -48.6% | -16.7% |
| 1Y | -3.8% | +43.3% | -47.1% | -13.2% |
| 3Y | +5.5% | +166.0% | -160.5% | -15.6% |
| All | +5.5% | +159.4% | -153.9% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling