-86.5%
TMF vs XPO
+1,450.2%
-1,536.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.2% |
| 7D | +1.0% | +2.7% | -1.7% | +1.2% |
| 30D | -1.8% | -6.2% | +4.3% | -2.3% |
| 3M | -8.2% | -15.4% | +7.2% | -9.4% |
| 6M | -19.5% | +0.7% | -20.2% | -19.2% |
| YTD | -16.0% | +39.8% | -55.8% | -12.8% |
| 1Y | -22.5% | +43.3% | -65.8% | -19.2% |
| 3Y | -42.3% | +166.0% | -208.3% | -34.1% |
| 5Y | -87.7% | +274.2% | -361.9% | -85.2% |
| 10Y | -86.5% | +1,429.0% | -1,515.6% | -76.8% |
| All | -86.5% | +1,450.2% | -1,536.7% | -76.8% |
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