+262.0%
TER vs XPO
+165.6%
+96.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.5% | +1.0% | +3.5% |
| 7D | +0.6% | +2.4% | -1.8% | -0.4% |
| 30D | -8.3% | -3.5% | -4.7% | -6.5% |
| 3M | -12.2% | -11.9% | -0.3% | -6.9% |
| 6M | +17.1% | -10.0% | +27.0% | +23.3% |
| YTD | +84.7% | +42.1% | +42.6% | +64.7% |
| 1Y | +199.9% | +47.6% | +152.3% | +161.9% |
| All | +262.0% | +165.6% | +96.5% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling