-68.7%
TMF vs XPO
+17,347.8%
-17,416.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | +0.9% |
| 7D | -1.4% | +2.4% | -3.8% | -1.1% |
| 30D | -2.8% | -3.5% | +0.7% | -3.2% |
| 3M | -10.9% | -11.9% | +1.0% | -12.2% |
| 6M | -21.3% | -10.0% | -11.4% | -22.2% |
| YTD | -15.9% | +42.1% | -58.0% | -11.1% |
| 1Y | -15.7% | +47.6% | -63.3% | -10.2% |
| 3Y | -43.4% | +153.6% | -196.9% | -32.8% |
| 5Y | -87.8% | +266.5% | -354.3% | -84.3% |
| 10Y | -86.7% | +1,460.4% | -1,547.2% | -74.5% |
| All | -68.7% | +17,347.8% | -17,416.4% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling