-44.5%
TOST vs XPO
+253.3%
-297.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +9.4% | -6.7% | +16.1% | +12.6% |
| 30D | +13.5% | -1.9% | +15.4% | +14.2% |
| 3M | -0.1% | -9.9% | +9.7% | +3.7% |
| 6M | +22.5% | -16.4% | +38.8% | +30.6% |
| YTD | -2.4% | +30.2% | -32.6% | -18.0% |
| 1Y | -4.7% | +29.9% | -34.6% | -20.1% |
| 3Y | +103.2% | +122.6% | -19.4% | +13.1% |
| 5Y | -41.2% | +278.9% | -320.1% | -79.1% |
| All | -44.5% | +253.3% | -297.8% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling