+219.1%
TER vs XPO
+271.9%
-52.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.9% |
| 7D | +11.0% | +2.7% | +8.3% | +9.6% |
| 30D | -1.9% | -6.2% | +4.3% | +1.4% |
| 3M | -0.7% | -15.4% | +14.7% | +7.5% |
| 6M | +36.4% | +0.7% | +35.6% | +37.3% |
| YTD | +92.4% | +39.8% | +52.6% | +68.3% |
| 1Y | +213.5% | +43.3% | +170.2% | +168.7% |
| 3Y | +277.2% | +166.0% | +111.2% | +127.9% |
| 5Y | +219.1% | +274.2% | -55.0% | +44.9% |
| All | +219.1% | +271.9% | -52.8% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling