+1,672.6%
TSM vs XPO
+1,236.5%
+436.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +14.8% | +6.9% | +8.0% | +12.6% |
| 30D | -8.9% | +4.1% | -13.0% | -10.0% |
| 3M | -5.3% | -9.7% | +4.5% | -2.6% |
| 6M | +2.6% | -3.8% | +6.4% | +3.3% |
| YTD | +34.5% | +38.8% | -4.3% | +20.6% |
| 1Y | +41.0% | +34.2% | +6.8% | +27.2% |
| 3Y | +333.1% | +126.9% | +206.2% | +221.8% |
| 5Y | +270.1% | +297.5% | -27.4% | +120.8% |
| All | +1,672.6% | +1,236.5% | +436.1% | +703.6% |
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