-34.4%
TLT vs XPO
+315.9%
-350.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | +4.1% | +4.7% | -0.6% | +4.0% |
| 3M | -0.4% | -7.1% | +6.7% | -0.3% |
| 6M | -3.2% | -6.3% | +3.1% | -3.1% |
| YTD | -3.5% | +39.1% | -42.6% | -3.9% |
| 1Y | -5.8% | +36.7% | -42.5% | -6.2% |
| 3Y | +4.6% | +127.4% | -122.8% | +3.0% |
| 5Y | -34.4% | +315.0% | -349.4% | -37.6% |
| All | -34.4% | +315.9% | -350.3% | -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