+234.1%
TER vs XPO
+39.4%
+194.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +5.1% |
| 7D | +12.4% | -0.9% | +13.3% | +12.9% |
| 30D | +5.1% | -8.1% | +13.2% | +11.4% |
| 3M | +4.0% | -19.0% | +23.0% | +18.8% |
| 6M | +29.5% | -5.2% | +34.7% | +35.8% |
| YTD | +98.5% | +35.6% | +62.9% | +84.0% |
| 1Y | +234.1% | +41.1% | +193.0% | +208.9% |
| All | +234.1% | +39.4% | +194.7% | +208.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling