+65.1%
TNA vs XPO
+53.4%
+11.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -2.1% |
| 7D | -0.1% | +2.4% | -2.5% | -1.7% |
| 30D | -4.9% | -3.5% | -1.4% | -2.8% |
| 3M | +0.4% | -11.9% | +12.3% | +8.3% |
| 6M | +32.5% | -10.0% | +42.5% | +39.0% |
| YTD | +53.7% | +42.1% | +11.6% | +24.0% |
| 1Y | +65.1% | +47.6% | +17.5% | +33.6% |
| All | +65.1% | +53.4% | +11.7% | +33.6% |
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