+12.0%
TXT vs XPO
+273.9%
-261.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -0.2% | +2.7% | -2.9% | -1.0% |
| 30D | -11.1% | -6.2% | -4.9% | -9.6% |
| 3M | -13.0% | -15.4% | +2.4% | -9.0% |
| 6M | -16.2% | +0.7% | -16.9% | -17.1% |
| YTD | -8.7% | +39.8% | -48.6% | -18.4% |
| 1Y | -3.8% | +43.3% | -47.1% | -15.2% |
| 3Y | +5.5% | +166.0% | -160.5% | -27.3% |
| All | +12.0% | +273.9% | -261.8% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling