-81.9%
TMF vs XPO
+1,236.5%
-1,318.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.5% |
| 7D | -8.2% | +6.9% | -15.0% | -7.6% |
| 30D | +5.3% | +4.1% | +1.2% | +5.7% |
| 3M | -8.5% | -9.7% | +1.3% | -9.2% |
| 6M | -17.2% | -3.8% | -13.4% | -17.3% |
| YTD | -23.4% | +38.8% | -62.2% | -20.5% |
| 1Y | -30.2% | +34.2% | -64.5% | -27.8% |
| 3Y | -32.9% | +126.9% | -159.9% | -24.8% |
| 5Y | -88.5% | +297.5% | -386.0% | -86.1% |
| All | -81.9% | +1,236.5% | -1,318.4% | -66.0% |
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 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