-87.4%
TMF vs XPO
+265.7%
-353.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | +0.2% |
| 7D | -1.4% | +2.4% | -3.8% | -1.5% |
| 30D | -2.8% | -3.5% | +0.7% | -2.7% |
| 3M | -10.9% | -11.9% | +1.0% | -10.5% |
| 6M | -21.3% | -10.0% | -11.4% | -21.2% |
| YTD | -15.9% | +42.1% | -58.0% | -16.9% |
| 1Y | -15.7% | +47.6% | -63.3% | -16.9% |
| 3Y | -43.4% | +153.6% | -196.9% | -46.0% |
| All | -87.4% | +265.7% | -353.2% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling