-20.8%
TLT vs XPO
+1,517.7%
-1,538.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.2% |
| 7D | -1.6% | -1.3% | -0.2% | -1.6% |
| 30D | -1.3% | -10.4% | +9.0% | -1.6% |
| 3M | -3.7% | -15.7% | +12.0% | -4.2% |
| 6M | -6.4% | -6.3% | 0.0% | -6.4% |
| YTD | -4.5% | +34.2% | -38.6% | -3.3% |
| 1Y | -5.9% | +39.9% | -45.8% | -4.5% |
| 3Y | -2.8% | +155.2% | -158.0% | +1.9% |
| 5Y | -35.1% | +264.7% | -299.7% | -30.5% |
| All | -20.8% | +1,517.7% | -1,538.5% | -2.2% |
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