-97.2%
TSLQ vs XPO
+553.6%
-650.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.1% |
| 7D | -6.6% | -5.7% | -0.9% | -9.3% |
| 30D | -24.3% | -12.8% | -11.5% | -29.2% |
| 3M | -3.6% | -20.0% | +16.4% | -12.7% |
| 6M | -12.0% | -6.0% | -5.9% | -12.1% |
| YTD | +1.4% | +34.0% | -32.7% | +22.9% |
| 1Y | -43.6% | +35.6% | -79.1% | -30.9% |
| 3Y | -95.4% | +152.3% | -247.7% | -91.3% |
| All | -97.2% | +553.6% | -650.8% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling