+27.4%
TCOM vs XPO
+261.5%
-234.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -2.6% |
| 7D | -10.2% | -0.9% | -9.2% | -10.0% |
| 30D | -16.8% | -8.1% | -8.7% | -15.5% |
| 3M | -16.7% | -19.0% | +2.4% | -13.3% |
| 6M | -27.1% | -5.2% | -21.9% | -27.0% |
| YTD | -45.5% | +35.6% | -81.1% | -50.3% |
| 1Y | -45.9% | +41.1% | -87.0% | -51.5% |
| 3Y | +9.8% | +157.9% | -148.2% | -22.3% |
| All | +27.4% | +261.5% | -234.1% | -26.4% |
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