+192.8%
TER vs XPO
+129.7%
+63.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.3% | +6.5% | +9.7% |
| 7D | -5.8% | -1.9% | -3.8% | -4.3% |
| 30D | -38.9% | +2.5% | -41.4% | -39.4% |
| 3M | -35.1% | -7.2% | -27.9% | -32.5% |
| 6M | -31.6% | -8.1% | -23.5% | -28.5% |
| YTD | +27.2% | +38.3% | -11.1% | +14.5% |
| 1Y | +35.2% | +33.6% | +1.6% | +22.8% |
| 3Y | +192.8% | +133.1% | +59.7% | +118.0% |
| All | +192.8% | +129.7% | +63.1% | +118.0% |
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 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