+1,317.6%
TRMB vs XPO
+10,316.6%
-8,998.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -1.8% |
| 7D | -2.5% | +2.4% | -4.9% | -3.0% |
| 30D | +1.5% | -3.5% | +5.1% | +2.0% |
| 3M | +6.8% | -11.9% | +18.7% | +8.8% |
| 6M | -14.9% | -10.0% | -5.0% | -13.9% |
| YTD | -24.1% | +42.1% | -66.2% | -29.3% |
| 1Y | -25.4% | +47.6% | -73.0% | -31.2% |
| 3Y | +8.0% | +153.6% | -145.6% | -10.7% |
| 5Y | -37.3% | +266.5% | -303.8% | -52.2% |
| 10Y | +116.8% | +1,460.4% | -1,343.6% | +35.0% |
| All | +1,317.6% | +10,316.6% | -8,998.9% | +606.6% |
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 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