+1,643.1%
TSM vs XPO
+1,266.4%
+376.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | +6.2% | +9.0% | -2.8% | +3.5% |
| 30D | -7.3% | +4.2% | -11.4% | -8.4% |
| 3M | -7.1% | -8.7% | +1.5% | -4.8% |
| 6M | +0.2% | -2.8% | +3.0% | +0.6% |
| YTD | +32.2% | +41.9% | -9.6% | +17.8% |
| 1Y | +42.8% | +42.3% | +0.5% | +26.6% |
| 3Y | +330.4% | +127.3% | +203.1% | +219.6% |
| 5Y | +263.9% | +306.4% | -42.5% | +115.7% |
| All | +1,643.1% | +1,266.4% | +376.7% | +684.9% |
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