+377.9%
TPR vs XPO
+1,331.5%
-953.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +14.2% | -6.7% | +20.9% | +16.9% |
| 30D | +17.1% | -1.9% | +19.0% | +17.5% |
| 3M | -17.7% | -9.9% | -7.8% | -15.2% |
| 6M | -10.2% | -16.4% | +6.2% | -5.4% |
| YTD | +4.9% | +30.2% | -25.3% | -7.8% |
| 1Y | +36.1% | +29.9% | +6.2% | +19.5% |
| 3Y | +416.5% | +122.6% | +293.8% | +241.6% |
| 5Y | +254.8% | +278.9% | -24.1% | +74.2% |
| All | +377.9% | +1,331.5% | -953.6% | +54.1% |
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 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