+103.2%
TOST vs XPO
+122.0%
-18.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +9.4% | -6.7% | +16.1% | +11.5% |
| 30D | +13.5% | -1.9% | +15.4% | +13.9% |
| 3M | -0.1% | -9.9% | +9.7% | +2.4% |
| 6M | +22.5% | -16.4% | +38.8% | +27.7% |
| YTD | -2.4% | +30.2% | -32.6% | -12.9% |
| 1Y | -4.7% | +29.9% | -34.6% | -15.1% |
| 3Y | +103.2% | +122.6% | -19.4% | +42.1% |
| All | +103.2% | +122.0% | -18.8% | +42.1% |
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