+14.5%
TFC vs XPO
+262.4%
-248.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.1% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | -2.3% | -8.1% | +5.8% | -0.1% |
| 3M | +2.5% | -19.0% | +21.5% | +8.5% |
| 6M | +9.5% | -5.2% | +14.7% | +10.2% |
| YTD | +5.1% | +35.6% | -30.5% | -5.3% |
| 1Y | +15.5% | +41.1% | -25.6% | +2.0% |
| 3Y | +95.2% | +157.9% | -62.7% | +38.3% |
| 5Y | +14.5% | +265.6% | -251.2% | -30.3% |
| All | +14.5% | +262.4% | -248.0% | -30.3% |
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