+227.0%
TFC vs XPO
+10,300.9%
-10,073.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.9% |
| 7D | +2.3% | +9.0% | -6.7% | +0.9% |
| 30D | +10.8% | +4.2% | +6.6% | +10.1% |
| 3M | -3.8% | -8.7% | +4.9% | -2.6% |
| 6M | +9.6% | -2.8% | +12.3% | +9.6% |
| YTD | +5.8% | +41.9% | -36.1% | -0.3% |
| 1Y | +16.2% | +42.3% | -26.2% | +9.4% |
| 3Y | +96.0% | +127.3% | -31.3% | +69.8% |
| 5Y | +1.7% | +306.4% | -304.7% | -20.3% |
| 10Y | +79.9% | +1,290.9% | -1,211.1% | +23.1% |
| All | +227.0% | +10,300.9% | -10,073.9% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling