+495.0%
TLN vs XPO
+159.4%
+335.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.3% | +3.2% |
| 7D | +10.9% | +2.7% | +8.2% | +10.2% |
| 30D | -6.3% | -6.2% | -0.1% | -4.7% |
| 3M | -10.7% | -15.4% | +4.7% | -7.2% |
| 6M | +1.6% | +0.7% | +0.9% | +0.7% |
| YTD | -13.1% | +39.8% | -52.9% | -21.0% |
| 1Y | -15.1% | +43.3% | -58.4% | -23.6% |
| 3Y | +495.0% | +166.0% | +329.0% | +394.3% |
| All | +495.0% | +159.4% | +335.6% | +394.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling