-52.1%
TSLL vs XPO
+450.6%
-502.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.3% | +4.6% | +7.3% |
| 7D | -14.3% | -1.9% | -12.4% | -12.5% |
| 30D | -6.2% | +2.5% | -8.6% | -6.6% |
| 3M | +21.2% | -7.2% | +28.4% | +26.7% |
| 6M | -36.6% | -8.1% | -28.5% | -33.2% |
| YTD | -47.8% | +38.3% | -86.1% | -58.1% |
| 1Y | -45.2% | +33.6% | -78.8% | -55.2% |
| 3Y | -3.3% | +133.1% | -136.3% | -38.6% |
| All | -52.1% | +450.6% | -502.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling