+476.5%
TSEM vs XPO
+133.2%
+343.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.2% | -7.7% |
| 7D | +7.0% | +9.0% | -2.0% | +3.9% |
| 30D | -29.8% | +4.2% | -33.9% | -30.8% |
| 3M | -41.9% | -8.7% | -33.3% | -40.1% |
| 6M | -45.8% | -2.8% | -43.0% | -45.2% |
| YTD | +25.1% | +41.9% | -16.8% | +13.7% |
| 1Y | +48.2% | +42.3% | +5.9% | +34.3% |
| 3Y | +476.5% | +127.3% | +349.2% | +380.8% |
| All | +476.5% | +133.2% | +343.3% | +380.8% |
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