-9.8%
TRI vs XPO
+261.3%
-271.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -7.9% | -5.7% | -2.2% | -7.4% |
| 30D | -4.5% | -12.8% | +8.3% | -3.4% |
| 3M | +22.1% | -20.0% | +42.1% | +24.3% |
| 6M | -2.8% | -6.0% | +3.3% | -2.7% |
| YTD | -23.4% | +34.0% | -57.5% | -26.8% |
| 1Y | -41.5% | +35.6% | -77.1% | -44.4% |
| 3Y | -19.2% | +152.3% | -171.5% | -31.8% |
| All | -9.8% | +261.3% | -271.1% | -31.0% |
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