-1.1%
TRU vs XPO
+151.0%
-152.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.7% | -5.7% | +2.9% | -0.9% |
| 30D | -2.0% | -12.8% | +10.8% | +2.2% |
| 3M | +18.4% | -20.0% | +38.4% | +26.8% |
| 6M | +8.9% | -6.0% | +14.9% | +9.4% |
| YTD | -8.9% | +34.0% | -43.0% | -20.5% |
| 1Y | -15.9% | +35.6% | -51.4% | -27.6% |
| 3Y | -1.1% | +152.3% | -153.4% | -29.7% |
| All | -1.1% | +151.0% | -152.1% | -29.7% |
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