+36.3%
TRMB vs XPO
+133.2%
-96.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -1.0% |
| 7D | +2.8% | +9.0% | -6.1% | +0.4% |
| 30D | -5.9% | +4.2% | -10.0% | -7.0% |
| 3M | -3.3% | -8.7% | +5.3% | -1.2% |
| 6M | +1.3% | -2.8% | +4.1% | +1.3% |
| YTD | -29.0% | +41.9% | -70.9% | -37.6% |
| 1Y | -27.8% | +42.3% | -70.1% | -36.8% |
| 3Y | +36.3% | +127.3% | -91.0% | +4.9% |
| All | +36.3% | +133.2% | -96.9% | +4.9% |
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 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