+650.1%
TSEM vs XPO
+151.0%
+499.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -5.7% | +0.8% | -3.1% |
| 30D | -18.7% | -12.8% | -5.9% | -15.0% |
| 3M | -18.1% | -20.0% | +1.9% | -12.2% |
| 6M | +77.1% | -6.0% | +83.1% | +81.0% |
| YTD | +80.1% | +34.0% | +46.1% | +68.1% |
| 1Y | +220.4% | +35.6% | +184.8% | +196.2% |
| 3Y | +650.1% | +152.3% | +497.8% | +530.9% |
| All | +650.1% | +151.0% | +499.1% | +530.9% |
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