+1,209.9%
TPR vs XPO
+10,316.6%
-9,106.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.8% |
| 7D | -2.3% | +2.4% | -4.7% | -2.7% |
| 30D | -23.0% | -3.5% | -19.4% | -22.6% |
| 3M | -12.5% | -11.9% | -0.5% | -10.9% |
| 6M | -21.4% | -10.0% | -11.5% | -20.4% |
| YTD | -3.5% | +42.1% | -45.6% | -9.7% |
| 1Y | +17.4% | +47.6% | -30.2% | +8.9% |
| 3Y | +291.3% | +153.6% | +137.7% | +226.1% |
| 5Y | +241.9% | +266.5% | -24.6% | +162.8% |
| 10Y | +322.7% | +1,460.4% | -1,137.8% | +175.7% |
| All | +1,209.9% | +10,316.6% | -9,106.7% | +697.3% |
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