-44.4%
TOST vs XPO
+275.4%
-319.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -2.5% |
| 7D | +4.0% | -1.9% | +6.0% | +4.7% |
| 30D | +11.1% | +2.5% | +8.6% | +9.5% |
| 3M | +0.8% | -7.2% | +8.0% | +3.4% |
| 6M | +38.8% | -8.1% | +46.9% | +41.7% |
| YTD | -2.1% | +38.3% | -40.4% | -20.0% |
| 1Y | -6.0% | +33.6% | -39.6% | -22.1% |
| 3Y | +149.8% | +133.1% | +16.7% | +36.5% |
| 5Y | -42.8% | +308.9% | -351.7% | -80.3% |
| All | -44.4% | +275.4% | -319.8% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling