+2,749.1%
TMO vs XPO
+9,736.1%
-6,987.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -2.5% | -1.3% | -1.1% | -2.4% |
| 30D | -0.3% | -10.4% | +10.1% | +0.6% |
| 3M | +25.3% | -15.7% | +40.9% | +27.0% |
| 6M | +20.9% | -6.3% | +27.2% | +21.3% |
| YTD | +4.3% | +34.2% | -29.9% | +1.0% |
| 1Y | +27.0% | +39.9% | -12.9% | +22.4% |
| 3Y | +17.5% | +155.2% | -137.7% | +6.2% |
| 5Y | +6.9% | +264.7% | -257.7% | -7.7% |
| 10Y | +332.0% | +1,500.1% | -1,168.1% | +232.0% |
| All | +2,749.1% | +9,736.1% | -6,987.1% | +1,944.0% |
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 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