-4.8%
TLT vs XPO
+40.3%
-45.1%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | -0.3% | -0.9% | +0.7% | -0.2% |
| 30D | 0.0% | -8.1% | +8.1% | +0.2% |
| 3M | -2.9% | -19.0% | +16.2% | -2.4% |
| 6M | -6.3% | -5.2% | -1.1% | -6.2% |
| YTD | -3.3% | +35.6% | -38.9% | -3.7% |
| All | -4.8% | +40.3% | -45.1% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling