+1,757.2%
TSM vs XPO
+1,517.7%
+239.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | +2.6% | -1.3% | +4.0% | +3.0% |
| 30D | +1.4% | -10.4% | +11.8% | +4.6% |
| 3M | +5.0% | -15.7% | +20.6% | +9.9% |
| 6M | +24.0% | -6.3% | +30.3% | +25.5% |
| YTD | +41.6% | +34.2% | +7.4% | +28.4% |
| 1Y | +66.2% | +39.9% | +26.2% | +47.7% |
| 3Y | +398.2% | +155.2% | +243.0% | +257.6% |
| 5Y | +277.6% | +264.7% | +12.9% | +131.6% |
| All | +1,757.2% | +1,517.7% | +239.4% | +722.4% |
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