+260.6%
TSEM vs XPO
+10,316.6%
-10,055.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.5% | +3.4% | +7.1% |
| 7D | +6.9% | +2.4% | +4.5% | +6.5% |
| 30D | +5.3% | -3.5% | +8.8% | +6.1% |
| 3M | -14.9% | -11.9% | -3.0% | -13.0% |
| 6M | +80.0% | -10.0% | +90.0% | +83.6% |
| YTD | +89.4% | +42.1% | +47.3% | +78.8% |
| 1Y | +253.1% | +47.6% | +205.5% | +230.2% |
| 3Y | +642.1% | +153.6% | +488.5% | +525.9% |
| 5Y | +659.1% | +266.5% | +392.6% | +486.6% |
| 10Y | +1,291.4% | +1,460.4% | -169.1% | +760.9% |
| All | +260.6% | +10,316.6% | -10,055.9% | +81.1% |
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