+13.0%
TRMB vs XPO
+153.8%
-140.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.5% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -1.8% | -8.1% | +6.3% | +0.2% |
| 3M | +8.4% | -19.0% | +27.4% | +14.2% |
| 6M | -18.5% | -5.2% | -13.3% | -18.3% |
| YTD | -26.7% | +35.6% | -62.3% | -34.4% |
| 1Y | -28.3% | +41.1% | -69.4% | -36.9% |
| All | +13.0% | +153.8% | -140.8% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling