+64.2%
T vs XPO
+262.4%
-198.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.7% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | +4.6% | -8.1% | +12.7% | +4.8% |
| 3M | +12.2% | -19.0% | +31.3% | +13.0% |
| 6M | -6.5% | -5.2% | -1.3% | -6.4% |
| YTD | +4.9% | +35.6% | -30.7% | +3.4% |
| 1Y | -10.5% | +41.1% | -51.6% | -12.0% |
| 3Y | +104.6% | +157.9% | -53.3% | +89.3% |
| 5Y | +64.2% | +265.6% | -201.4% | +43.8% |
| All | +64.2% | +262.4% | -198.2% | +43.8% |
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