+411.0%
TSM vs XPO
+159.4%
+251.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.8% |
| 7D | +6.0% | +2.7% | +3.4% | +5.2% |
| 30D | +4.5% | -6.2% | +10.7% | +6.4% |
| 3M | +3.1% | -15.4% | +18.5% | +8.0% |
| 6M | +30.2% | +0.7% | +29.5% | +28.9% |
| YTD | +45.2% | +39.8% | +5.4% | +29.9% |
| 1Y | +79.6% | +43.3% | +36.2% | +58.1% |
| 3Y | +411.0% | +166.0% | +244.9% | +275.2% |
| All | +411.0% | +159.4% | +251.6% | +275.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling