+714.4%
TLN vs XPO
+290.0%
+424.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.4% | +4.7% |
| 7D | +15.9% | +0.5% | +15.4% | +15.8% |
| 30D | -0.3% | +4.7% | -5.0% | -1.5% |
| 3M | +5.8% | -7.1% | +12.9% | +7.7% |
| 6M | -1.2% | -6.3% | +5.0% | -0.2% |
| YTD | +1.0% | +39.1% | -38.0% | -7.9% |
| 1Y | +1.1% | +36.7% | -35.6% | -7.6% |
| 3Y | +591.7% | +127.4% | +464.3% | +468.0% |
| All | +714.4% | +290.0% | +424.4% | +515.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling