-65.8%
TEAM vs XPO
+313.2%
-379.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -16.9% | +6.9% | -23.8% | -19.0% |
| 30D | -26.8% | +4.1% | -30.9% | -28.1% |
| 3M | -1.9% | -9.7% | +7.8% | +1.1% |
| 6M | +79.2% | -3.8% | +83.0% | +79.1% |
| YTD | -6.1% | +38.8% | -44.8% | -22.9% |
| 1Y | -2.1% | +34.2% | -36.3% | -18.7% |
| 3Y | -13.6% | +126.9% | -140.5% | -49.1% |
| 5Y | -65.8% | +297.5% | -363.3% | -86.3% |
| All | -65.8% | +313.2% | -379.0% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling