+285.0%
TSM vs XPO
+262.4%
+22.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | +0.1% |
| 7D | +4.8% | -0.9% | +5.7% | +5.1% |
| 30D | +4.0% | -8.1% | +12.1% | +6.7% |
| 3M | +2.0% | -19.0% | +21.0% | +8.5% |
| 6M | +25.5% | -5.2% | +30.7% | +26.6% |
| YTD | +44.0% | +35.6% | +8.4% | +29.0% |
| 1Y | +75.4% | +41.1% | +34.3% | +53.8% |
| 3Y | +406.7% | +157.9% | +248.8% | +248.5% |
| 5Y | +285.0% | +265.6% | +19.3% | +116.5% |
| All | +285.0% | +262.4% | +22.6% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling