-69.0%
TMF vs XPO
+15,888.5%
-15,957.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.1% |
| 7D | +1.2% | -6.7% | +7.9% | +0.3% |
| 30D | +19.7% | -1.9% | +21.6% | +19.5% |
| 3M | -2.1% | -9.9% | +7.8% | -3.3% |
| 6M | -13.4% | -16.4% | +2.9% | -15.3% |
| YTD | -16.7% | +30.2% | -46.9% | -13.0% |
| 1Y | -23.3% | +29.9% | -53.2% | -19.9% |
| 3Y | -24.8% | +122.6% | -147.5% | -12.4% |
| 5Y | -88.0% | +278.9% | -366.9% | -84.5% |
| 10Y | -84.7% | +1,375.3% | -1,460.0% | -70.8% |
| All | -69.0% | +15,888.5% | -15,957.5% | +2.2% |
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 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