+80.5%
TSEM vs XPO
+38.8%
+41.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.1% | -8.0% |
| 7D | -23.1% | +3.5% | -26.6% | -24.5% |
| 30D | -40.4% | +2.8% | -43.2% | -41.4% |
| 3M | -37.9% | -7.5% | -30.4% | -35.5% |
| 6M | -30.8% | -5.9% | -24.9% | -29.0% |
| YTD | +26.7% | +38.4% | -11.6% | +24.9% |
| 1Y | +80.5% | +33.7% | +46.8% | +79.3% |
| All | +80.5% | +38.8% | +41.7% | +79.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling