+104.7%
TNA vs XPO
+151.0%
-46.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -7.3% | -5.7% | -1.6% | -3.1% |
| 30D | -14.2% | -12.8% | -1.4% | -5.0% |
| 3M | -4.6% | -20.0% | +15.4% | +11.9% |
| 6M | +36.9% | -6.0% | +43.0% | +41.7% |
| YTD | +42.5% | +34.0% | +8.5% | +11.0% |
| 1Y | +45.8% | +35.6% | +10.2% | +11.1% |
| 3Y | +104.7% | +152.3% | -47.6% | +11.4% |
| All | +104.7% | +151.0% | -46.3% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling