-44.9%
TAP vs XPO
+1,266.4%
-1,311.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.9% |
| 7D | +1.3% | +9.0% | -7.7% | -0.1% |
| 30D | +5.7% | +4.2% | +1.6% | +5.0% |
| 3M | -1.9% | -8.7% | +6.7% | -0.7% |
| 6M | +0.9% | -2.8% | +3.7% | +0.9% |
| YTD | -9.5% | +41.9% | -51.4% | -15.4% |
| 1Y | -9.0% | +42.3% | -51.3% | -15.0% |
| 3Y | -22.2% | +127.3% | -149.5% | -35.3% |
| 5Y | +1.2% | +306.4% | -305.2% | -27.3% |
| All | -44.9% | +1,266.4% | -1,311.3% | -68.0% |
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