-34.9%
TLT vs XPO
+262.4%
-297.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | -0.3% | -0.9% | +0.7% | -0.3% |
| 30D | 0.0% | -8.1% | +8.1% | +0.1% |
| 3M | -2.9% | -19.0% | +16.2% | -2.6% |
| 6M | -6.3% | -5.2% | -1.1% | -6.2% |
| YTD | -3.3% | +35.6% | -38.9% | -3.7% |
| 1Y | -4.2% | +41.1% | -45.3% | -4.6% |
| 3Y | -1.7% | +157.9% | -159.6% | -3.3% |
| 5Y | -34.9% | +265.6% | -300.5% | -37.6% |
| All | -34.9% | +262.4% | -297.3% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling