-39.0%
TCOM vs XPO
+38.8%
-77.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.2% |
| 7D | +10.7% | +3.5% | +7.2% | +10.6% |
| 30D | +10.1% | +2.8% | +7.2% | +10.0% |
| 3M | -8.9% | -7.5% | -1.4% | -8.8% |
| 6M | -19.2% | -5.9% | -13.2% | -19.4% |
| YTD | -40.6% | +38.4% | -79.0% | -42.3% |
| 1Y | -39.0% | +33.7% | -72.7% | -40.7% |
| All | -39.0% | +38.8% | -77.8% | -40.7% |
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 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