+154.4%
TRV vs XPO
+261.6%
-107.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | -1.5% | -1.3% | -0.1% | -1.4% |
| 30D | -1.8% | -10.4% | +8.5% | -0.9% |
| 3M | +21.6% | -15.7% | +37.3% | +23.2% |
| 6M | +22.5% | -6.3% | +28.8% | +22.6% |
| YTD | +28.1% | +34.2% | -6.0% | +23.7% |
| 1Y | +37.0% | +39.9% | -2.9% | +31.4% |
| 3Y | +141.9% | +155.2% | -13.3% | +113.6% |
| All | +154.4% | +261.6% | -107.2% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling