+25.4%
TMO vs XPO
+38.8%
-13.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +0.3% | +3.5% | -3.2% | -0.2% |
| 30D | +4.3% | +2.8% | +1.5% | +3.9% |
| 3M | +25.1% | -7.5% | +32.6% | +26.4% |
| 6M | +52.9% | -5.9% | +58.9% | +53.8% |
| YTD | +22.2% | +38.4% | -16.2% | +11.4% |
| 1Y | +25.4% | +33.7% | -8.3% | +14.9% |
| All | +25.4% | +38.8% | -13.4% | +14.9% |
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 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