+21.3%
TFC vs XPO
+38.8%
-17.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.4% |
| 7D | +5.1% | +3.5% | +1.6% | +4.1% |
| 30D | +9.8% | +2.8% | +7.0% | +8.9% |
| 3M | -2.4% | -7.5% | +5.0% | -0.6% |
| 6M | +4.9% | -5.9% | +10.9% | +5.8% |
| YTD | +6.6% | +38.4% | -31.8% | -4.9% |
| 1Y | +21.3% | +33.7% | -12.4% | +9.2% |
| All | +21.3% | +38.8% | -17.5% | +9.2% |
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