-66.0%
TE vs XPO
-2.1%
-63.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.3% | -4.5% |
| 7D | -19.1% | +9.0% | -28.0% | -23.8% |
| 30D | -34.1% | +4.2% | -38.3% | -35.6% |
| 3M | -60.1% | -8.7% | -51.5% | -57.0% |
| 6M | -66.0% | -2.8% | -63.2% | -67.2% |
| All | -66.0% | -2.1% | -63.8% | -67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling