+124.8%
TROW vs XPO
+1,516.3%
-1,391.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.2% | -5.7% | +2.5% | -1.4% |
| 30D | -4.6% | -12.8% | +8.2% | -0.5% |
| 3M | -0.7% | -20.0% | +19.3% | +6.1% |
| 6M | +22.2% | -6.0% | +28.3% | +22.9% |
| YTD | +6.6% | +34.0% | -27.4% | -5.8% |
| 1Y | +5.8% | +35.6% | -29.7% | -7.7% |
| 3Y | +11.6% | +152.3% | -140.7% | -25.9% |
| 5Y | -38.9% | +264.4% | -303.3% | -66.4% |
| All | +124.8% | +1,516.3% | -1,391.5% | -23.3% |
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