-53.1%
TE vs XPO
+568.7%
-621.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | -5.7% | +5.9% | +2.2% |
| 30D | -5.9% | -12.8% | +6.9% | -1.4% |
| 3M | -45.6% | -20.0% | -25.6% | -41.5% |
| 6M | -43.4% | -6.0% | -37.3% | -42.7% |
| YTD | -31.0% | +34.0% | -65.0% | -38.9% |
| 1Y | +145.2% | +35.6% | +109.7% | +115.3% |
| 3Y | -24.1% | +152.3% | -176.3% | -43.3% |
| 5Y | -48.1% | +264.4% | -312.5% | -67.4% |
| All | -53.1% | +568.7% | -621.8% | -70.8% |
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