-6.4%
T vs XPO
+38.8%
-45.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.1% |
| 7D | +5.5% | +3.5% | +2.0% | +5.4% |
| 30D | -8.9% | +2.8% | -11.8% | -8.9% |
| 3M | -5.6% | -7.5% | +1.9% | -5.5% |
| 6M | -14.3% | -5.9% | -8.3% | -14.3% |
| YTD | -7.9% | +38.4% | -46.3% | -9.8% |
| 1Y | -6.4% | +33.7% | -40.1% | -8.3% |
| All | -6.4% | +38.8% | -45.2% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling