+59.7%
TEM vs XPO
+88.3%
-28.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +3.2% | +2.7% | +0.6% | +1.7% |
| 30D | +23.5% | -6.2% | +29.7% | +27.2% |
| 3M | +32.3% | -15.4% | +47.7% | +43.0% |
| 6M | +23.0% | +0.7% | +22.3% | +19.1% |
| YTD | +8.9% | +39.8% | -31.0% | -15.9% |
| 1Y | -19.9% | +43.3% | -63.2% | -39.8% |
| All | +59.7% | +88.3% | -28.5% | +10.0% |
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