+5.0%
TSLL vs XPO
-13.1%
+18.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.2% | -15.7% | -16.8% |
| 7D | -28.9% | -3.6% | -25.3% | -24.8% |
| 30D | -21.4% | -3.8% | -17.6% | -16.7% |
| 3M | +5.0% | -11.8% | +16.8% | +22.0% |
| All | +5.0% | -13.1% | +18.1% | +22.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling