+1,359.3%
TPR vs XPO
+10,043.1%
-8,683.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | +1.4% |
| 7D | +12.7% | -1.9% | +14.6% | +12.9% |
| 30D | +17.1% | +2.5% | +14.6% | +16.4% |
| 3M | -15.9% | -7.2% | -8.7% | -15.1% |
| 6M | +2.6% | -8.1% | +10.7% | +3.4% |
| YTD | +7.5% | +38.3% | -30.9% | +0.9% |
| 1Y | +32.9% | +33.6% | -0.6% | +25.4% |
| 3Y | +413.8% | +133.1% | +280.7% | +334.6% |
| 5Y | +263.9% | +308.9% | -45.0% | +175.6% |
| 10Y | +389.7% | +1,371.8% | -982.0% | +221.2% |
| All | +1,359.3% | +10,043.1% | -8,683.8% | +790.6% |
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