+215.6%
TRU vs XPO
+1,030.4%
-814.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -9.4% | -1.3% | -8.1% | -9.1% |
| 30D | -4.1% | -10.4% | +6.2% | -1.2% |
| 3M | +13.6% | -15.7% | +29.3% | +18.8% |
| 6M | +3.6% | -6.3% | +9.9% | +4.4% |
| YTD | -9.8% | +34.2% | -44.0% | -19.5% |
| 1Y | -13.6% | +39.9% | -53.6% | -24.5% |
| 3Y | -2.0% | +155.2% | -157.2% | -30.8% |
| 5Y | -35.8% | +264.7% | -300.5% | -61.2% |
| 10Y | +142.9% | +1,500.1% | -1,357.1% | +0.5% |
| All | +215.6% | +1,030.4% | -814.8% | +43.3% |
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 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