+153.9%
TAP vs XPO
+10,316.6%
-10,162.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -0.5% |
| 7D | -2.3% | +2.4% | -4.7% | -2.5% |
| 30D | -2.1% | -3.5% | +1.4% | -1.9% |
| 3M | +6.6% | -11.9% | +18.5% | +7.5% |
| 6M | -11.5% | -10.0% | -1.5% | -11.0% |
| YTD | -10.3% | +42.1% | -52.3% | -13.1% |
| 1Y | -14.4% | +47.6% | -62.0% | -17.5% |
| 3Y | -28.3% | +153.6% | -181.9% | -34.7% |
| 5Y | +1.7% | +266.5% | -264.8% | -11.6% |
| 10Y | -49.2% | +1,460.4% | -1,509.7% | -60.2% |
| All | +153.9% | +10,316.6% | -10,162.7% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling