-48.9%
TSLL vs XPO
+453.5%
-502.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.5% |
| 7D | +0.5% | +0.5% | 0.0% | +1.2% |
| 30D | +2.7% | +4.7% | -2.0% | +0.9% |
| 3M | +26.3% | -7.1% | +33.4% | +32.0% |
| 6M | -37.2% | -6.3% | -30.9% | -34.5% |
| YTD | -44.2% | +39.1% | -83.3% | -55.4% |
| 1Y | -44.0% | +36.7% | -80.6% | -54.8% |
| 3Y | 0.0% | +127.4% | -127.4% | -36.0% |
| All | -48.9% | +453.5% | -502.4% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling