+309.3%
TEL vs XPO
+1,516.3%
-1,207.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | -5.7% | +7.2% | +3.5% |
| 30D | -0.7% | -12.8% | +12.1% | +3.7% |
| 3M | +2.4% | -20.0% | +22.4% | +9.6% |
| 6M | +4.1% | -6.0% | +10.2% | +5.5% |
| YTD | -5.8% | +34.0% | -39.9% | -15.8% |
| 1Y | +0.9% | +35.6% | -34.7% | -10.8% |
| 3Y | +72.6% | +152.3% | -79.7% | +16.5% |
| 5Y | +57.5% | +264.4% | -206.8% | -12.2% |
| All | +309.3% | +1,516.3% | -1,207.0% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling