+240.4%
TPR vs XPO
+265.7%
-25.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -1.5% |
| 7D | -2.3% | +2.4% | -4.7% | -3.2% |
| 30D | -23.0% | -3.5% | -19.4% | -22.4% |
| 3M | -12.5% | -11.9% | -0.5% | -9.3% |
| 6M | -21.4% | -10.0% | -11.5% | -19.5% |
| YTD | -3.5% | +42.1% | -45.6% | -16.2% |
| 1Y | +17.4% | +47.6% | -30.2% | -0.1% |
| 3Y | +291.3% | +153.6% | +137.7% | +157.4% |
| All | +240.4% | +265.7% | -25.3% | +71.4% |
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