-24.5%
TE vs XPO
+151.2%
-175.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.2% |
| 7D | +0.9% | -1.3% | +2.2% | +1.5% |
| 30D | -16.3% | -10.4% | -5.9% | -11.5% |
| 3M | -40.8% | -15.7% | -25.1% | -35.4% |
| 6M | -42.6% | -6.3% | -36.3% | -41.9% |
| YTD | -31.4% | +34.2% | -65.6% | -45.0% |
| 1Y | +144.9% | +39.9% | +105.0% | +88.7% |
| All | -24.5% | +151.2% | -175.7% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling