-37.0%
TSLL vs XPO
-12.8%
-24.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.5% | -16.3% | -15.5% |
| 7D | +1.9% | +2.4% | -0.5% | +0.1% |
| 30D | +17.8% | -3.5% | +21.3% | +21.4% |
| 3M | -37.0% | -11.9% | -25.1% | -26.8% |
| All | -37.0% | -12.8% | -24.2% | -26.8% |
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