-22.5%
TMF vs XPO
+39.4%
-61.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.4% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -1.0% | -8.1% | +7.1% | -0.5% |
| 3M | -11.3% | -19.0% | +7.8% | -10.0% |
| 6M | -22.7% | -5.2% | -17.5% | -22.5% |
| YTD | -17.3% | +35.6% | -52.9% | -18.1% |
| 1Y | -22.5% | +41.1% | -63.6% | -23.2% |
| All | -22.5% | +39.4% | -61.9% | -23.2% |
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