+9,050.8%
TSM vs XPO
+10,316.6%
-1,265.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +2.2% |
| 7D | +2.7% | +2.4% | +0.3% | +2.4% |
| 30D | +3.6% | -3.5% | +7.1% | +4.1% |
| 3M | -3.4% | -11.9% | +8.6% | -1.8% |
| 6M | +20.6% | -10.0% | +30.6% | +22.0% |
| YTD | +41.9% | +42.1% | -0.2% | +34.8% |
| 1Y | +84.4% | +47.6% | +36.8% | +73.8% |
| 3Y | +380.2% | +153.6% | +226.6% | +317.5% |
| 5Y | +275.3% | +266.5% | +8.8% | +206.0% |
| 10Y | +1,751.4% | +1,460.4% | +290.9% | +1,211.3% |
| All | +9,050.8% | +10,316.6% | -1,265.8% | +5,516.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling