+482.1%
TRI vs XPO
+9,839.2%
-9,357.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.6% |
| 7D | -8.4% | -0.9% | -7.5% | -8.4% |
| 30D | -6.5% | -8.1% | +1.6% | -6.0% |
| 3M | +18.6% | -19.0% | +37.6% | +20.2% |
| 6M | -10.4% | -5.2% | -5.3% | -10.4% |
| YTD | -23.7% | +35.6% | -59.3% | -26.0% |
| 1Y | -42.5% | +41.1% | -83.6% | -44.5% |
| 3Y | -19.3% | +157.9% | -177.2% | -26.7% |
| 5Y | -9.7% | +265.6% | -275.3% | -21.5% |
| 10Y | +194.4% | +1,516.8% | -1,322.4% | +126.9% |
| All | +482.1% | +9,839.2% | -9,357.1% | +305.9% |
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