-49.7%
TSLQ vs XPO
+53.4%
-103.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.5% | +7.5% | +13.0% |
| 7D | -5.8% | +2.4% | -8.2% | -5.3% |
| 30D | -22.1% | -3.5% | -18.6% | -22.7% |
| 3M | +10.1% | -11.9% | +22.0% | +8.0% |
| 6M | -6.8% | -10.0% | +3.2% | -6.3% |
| YTD | +8.5% | +42.1% | -33.5% | +8.4% |
| 1Y | -49.7% | +47.6% | -97.3% | -52.8% |
| All | -49.7% | +53.4% | -103.1% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling