+138.3%
TSEM vs XPO
+10,300.9%
-10,162.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.2% | -7.3% |
| 7D | +7.0% | +9.0% | -2.0% | +5.4% |
| 30D | -29.8% | +4.2% | -33.9% | -30.2% |
| 3M | -41.9% | -8.7% | -33.3% | -41.0% |
| 6M | -45.8% | -2.8% | -43.0% | -45.4% |
| YTD | +25.1% | +41.9% | -16.8% | +18.2% |
| 1Y | +48.2% | +42.3% | +5.9% | +39.8% |
| 3Y | +476.5% | +127.3% | +349.2% | +396.0% |
| 5Y | +301.4% | +306.4% | -4.9% | +205.6% |
| 10Y | +812.9% | +1,290.9% | -478.0% | +472.7% |
| All | +138.3% | +10,300.9% | -10,162.7% | +19.7% |
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