+109.6%
TLT vs XPO
+10,316.6%
-10,207.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | +0.3% |
| 7D | -0.4% | +2.4% | -2.8% | -0.3% |
| 30D | -0.6% | -3.5% | +3.0% | -0.7% |
| 3M | -2.7% | -11.9% | +9.2% | -3.1% |
| 6M | -5.6% | -10.0% | +4.3% | -5.9% |
| YTD | -2.8% | +42.1% | -44.9% | -1.4% |
| 1Y | -1.4% | +47.6% | -49.0% | +0.2% |
| 3Y | -1.6% | +153.6% | -155.2% | +2.8% |
| 5Y | -33.8% | +266.5% | -300.3% | -29.3% |
| 10Y | -21.1% | +1,460.4% | -1,481.6% | -8.7% |
| All | +109.6% | +10,316.6% | -10,207.0% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling