-97.2%
TSLQ vs XPO
+581.9%
-679.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.4% | -8.8% |
| 7D | -8.6% | +2.7% | -11.3% | -7.6% |
| 30D | -24.9% | -6.2% | -18.7% | -27.2% |
| 3M | -1.5% | -15.4% | +13.9% | -7.9% |
| 6M | -18.1% | +0.7% | -18.8% | -15.3% |
| YTD | -0.1% | +39.8% | -40.0% | +23.6% |
| 1Y | -51.4% | +43.3% | -94.7% | -38.5% |
| 3Y | -95.9% | +166.0% | -262.0% | -92.1% |
| All | -97.2% | +581.9% | -679.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling