-53.1%
TEAM vs XPO
+262.4%
-315.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.9% |
| 7D | -4.7% | -0.9% | -3.7% | -4.4% |
| 30D | +17.0% | -8.1% | +25.1% | +20.4% |
| 3M | +85.9% | -19.0% | +104.9% | +99.4% |
| 6M | +116.7% | -5.2% | +121.8% | +116.0% |
| YTD | +9.6% | +35.6% | -25.9% | -8.4% |
| 1Y | -2.5% | +41.1% | -43.6% | -21.0% |
| 3Y | -14.0% | +157.9% | -171.9% | -52.4% |
| 5Y | -53.1% | +265.6% | -318.7% | -81.3% |
| All | -53.1% | +262.4% | -315.5% | -81.3% |
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