-22.6%
TMF vs XPO
+33.1%
-55.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.6% |
| 7D | +0.6% | -1.9% | +2.5% | +0.8% |
| 30D | +16.3% | +2.5% | +13.8% | +15.9% |
| 3M | -2.7% | -7.2% | +4.5% | -2.1% |
| 6M | -13.2% | -8.1% | -5.1% | -12.8% |
| YTD | -16.7% | +38.3% | -55.0% | -20.5% |
| All | -22.6% | +33.1% | -55.7% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling