-18.3%
TOST vs XPO
+45.2%
-63.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.7% |
| 7D | -0.9% | +2.7% | -3.6% | -1.3% |
| 30D | -3.5% | -6.2% | +2.7% | -2.7% |
| 3M | +38.1% | -15.4% | +53.5% | +41.6% |
| 6M | +9.9% | +0.7% | +9.2% | +8.6% |
| YTD | -6.3% | +39.8% | -46.1% | -13.8% |
| 1Y | -18.3% | +43.3% | -61.6% | -24.0% |
| All | -18.3% | +45.2% | -63.5% | -24.0% |
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 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