+1,877.1%
TCOM vs XPO
+10,637.1%
-8,760.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.5% |
| 7D | -9.5% | +2.4% | -11.9% | -9.9% |
| 30D | -10.7% | -3.5% | -7.2% | -10.4% |
| 3M | -14.6% | -11.9% | -2.7% | -13.5% |
| 6M | -19.3% | -10.0% | -9.4% | -18.7% |
| YTD | -42.9% | +42.1% | -85.0% | -46.2% |
| 1Y | -43.8% | +47.6% | -91.4% | -47.5% |
| 3Y | +2.1% | +153.6% | -151.5% | -13.7% |
| 5Y | +31.2% | +266.5% | -235.3% | +3.0% |
| 10Y | -13.9% | +1,460.4% | -1,474.4% | -43.5% |
| All | +1,877.1% | +10,637.1% | -8,760.0% | +1,127.6% |
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