-97.1%
TSLQ vs XPO
+554.2%
-651.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +1.8% |
| 7D | +5.7% | -1.3% | +7.0% | +4.7% |
| 30D | -21.1% | -10.4% | -10.7% | -25.2% |
| 3M | -11.5% | -15.7% | +4.2% | -17.5% |
| 6M | -14.9% | -6.3% | -8.6% | -15.2% |
| YTD | +2.4% | +34.2% | -31.7% | +24.2% |
| 1Y | -49.8% | +39.9% | -89.7% | -37.2% |
| 3Y | -95.8% | +155.2% | -251.1% | -92.1% |
| All | -97.1% | +554.2% | -651.3% | -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 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