-70.2%
TMF vs XPO
+16,905.9%
-16,976.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -1.1% | -1.5% | +0.5% | -1.2% |
| 30D | +11.8% | +2.6% | +9.2% | +12.2% |
| 3M | -4.0% | -6.1% | +2.1% | -4.7% |
| 6M | -16.5% | -8.0% | -8.6% | -17.2% |
| YTD | -19.9% | +38.5% | -58.4% | -15.6% |
| 1Y | -25.6% | +35.0% | -60.6% | -21.8% |
| 3Y | -29.9% | +126.5% | -156.3% | -18.2% |
| 5Y | -88.2% | +315.4% | -403.7% | -84.5% |
| 10Y | -81.7% | +1,272.1% | -1,353.9% | -65.7% |
| All | -70.2% | +16,905.9% | -16,976.1% | -0.9% |
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