+9.1%
TE vs XPO
+133.2%
-124.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.3% | -4.3% |
| 7D | -19.1% | +9.0% | -28.0% | -23.2% |
| 30D | -34.1% | +4.2% | -38.3% | -35.6% |
| 3M | -60.1% | -8.7% | -51.5% | -58.1% |
| 6M | -66.0% | -2.8% | -63.2% | -65.6% |
| YTD | -71.4% | +41.9% | -113.3% | -78.0% |
| 1Y | -45.3% | +42.3% | -87.6% | -58.3% |
| 3Y | +9.1% | +127.3% | -118.1% | -31.4% |
| All | +9.1% | +133.2% | -124.1% | -31.4% |
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 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