-27.7%
TOST vs XPO
+306.2%
-333.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.2% | +2.5% |
| 7D | 0.0% | +9.0% | -8.9% | -3.8% |
| 30D | +16.2% | +4.2% | +12.0% | +13.8% |
| 3M | -1.5% | -8.7% | +7.1% | +1.8% |
| 6M | +55.3% | -2.8% | +58.1% | +54.6% |
| YTD | -2.3% | +41.9% | -44.2% | -21.2% |
| 1Y | -5.5% | +42.3% | -47.9% | -24.1% |
| 3Y | +151.1% | +127.3% | +23.9% | +39.3% |
| All | -27.7% | +306.2% | -333.9% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling