+113.6%
TRMB vs XPO
+1,517.7%
-1,404.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | -5.4% | -1.3% | -4.1% | -5.1% |
| 30D | -2.0% | -10.4% | +8.4% | +1.3% |
| 3M | +12.3% | -15.7% | +28.0% | +17.9% |
| 6M | -17.6% | -6.3% | -11.3% | -16.9% |
| YTD | -27.5% | +34.2% | -61.6% | -35.8% |
| 1Y | -29.1% | +39.9% | -69.0% | -38.5% |
| 3Y | +11.5% | +155.2% | -143.7% | -25.2% |
| 5Y | -39.5% | +264.7% | -304.1% | -66.1% |
| All | +113.6% | +1,517.7% | -1,404.1% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling