-48.5%
TE vs XPO
+597.6%
-646.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.6% | +11.6% | +10.5% |
| 7D | +18.2% | +2.7% | +15.5% | +17.0% |
| 30D | -13.5% | -6.2% | -7.3% | -11.8% |
| 3M | -44.6% | -15.4% | -29.2% | -41.5% |
| 6M | -24.7% | +0.7% | -25.4% | -25.7% |
| YTD | -24.3% | +39.8% | -64.1% | -33.9% |
| 1Y | +155.6% | +43.3% | +112.2% | +120.0% |
| 3Y | -18.3% | +166.0% | -184.3% | -40.0% |
| 5Y | -41.3% | +274.2% | -315.5% | -63.6% |
| All | -48.5% | +597.6% | -646.1% | -68.4% |
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 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