+13.6%
TPR vs XPO
+45.2%
-31.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.2% | -3.3% |
| 7D | -3.4% | +2.7% | -6.1% | -4.1% |
| 30D | -27.3% | -6.2% | -21.1% | -26.2% |
| 3M | -16.2% | -15.4% | -0.8% | -12.1% |
| 6M | -17.9% | +0.7% | -18.6% | -19.4% |
| YTD | -7.1% | +39.8% | -47.0% | -17.1% |
| 1Y | +13.6% | +43.3% | -29.7% | +2.1% |
| All | +13.6% | +45.2% | -31.6% | +2.1% |
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 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