-21.0%
TSLQ vs XPO
+38.8%
-59.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.1% | +5.9% |
| 7D | +9.8% | +3.5% | +6.3% | +11.1% |
| 30D | -6.0% | +2.8% | -8.9% | -5.0% |
| 3M | -35.0% | -7.5% | -27.5% | -36.3% |
| 6M | -24.9% | -5.9% | -19.0% | -25.8% |
| YTD | -12.7% | +38.4% | -51.0% | -6.7% |
| 1Y | -21.0% | +33.7% | -54.7% | -16.2% |
| All | -21.0% | +38.8% | -59.8% | -16.2% |
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