+55.4%
T vs XPO
+314.1%
-258.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | -1.5% | +4.1% | +2.6% |
| 30D | -1.1% | +2.6% | -3.7% | -1.2% |
| 3M | -7.7% | -6.1% | -1.6% | -7.6% |
| 6M | -10.6% | -8.0% | -2.7% | -10.5% |
| YTD | -7.5% | +38.5% | -45.9% | -8.8% |
| 1Y | -7.4% | +35.0% | -42.4% | -8.7% |
| 3Y | +63.1% | +126.5% | -63.4% | +53.5% |
| All | +55.4% | +314.1% | -258.7% | +35.7% |
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