-18.4%
TSLL vs XPO
+122.0%
-140.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.4% | +8.5% |
| 7D | -21.2% | -6.7% | -14.6% | -16.8% |
| 30D | -13.3% | -1.9% | -11.4% | -11.5% |
| 3M | +15.4% | -9.9% | +25.3% | +23.7% |
| 6M | -34.2% | -16.4% | -17.9% | -26.2% |
| YTD | -52.9% | +30.2% | -83.1% | -62.8% |
| 1Y | -54.3% | +29.9% | -84.2% | -64.1% |
| 3Y | -18.4% | +122.6% | -141.0% | -42.9% |
| All | -18.4% | +122.0% | -140.4% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling