+433.9%
BTSG vs XPO
+108.2%
+325.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -3.3% | -5.7% | +2.4% | -2.1% |
| 30D | -1.6% | -12.8% | +11.2% | +1.2% |
| 3M | -6.9% | -20.0% | +13.1% | -2.7% |
| 6M | +42.1% | -6.0% | +48.1% | +42.9% |
| YTD | +56.8% | +34.0% | +22.8% | +46.3% |
| 1Y | +109.8% | +35.6% | +74.3% | +94.5% |
| All | +433.9% | +108.2% | +325.8% | +356.5% |
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