+8,381.6%
TSM vs XPO
+10,052.8%
-1,671.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -2.1% | -1.5% | -0.5% | -1.8% |
| 30D | -12.5% | +2.6% | -15.1% | -12.8% |
| 3M | -5.0% | -6.1% | +1.1% | -4.2% |
| 6M | -3.2% | -8.0% | +4.8% | -2.3% |
| YTD | +31.5% | +38.5% | -7.0% | +25.3% |
| 1Y | +35.7% | +35.0% | +0.7% | +29.6% |
| 3Y | +323.5% | +126.5% | +197.0% | +274.0% |
| 5Y | +263.4% | +315.4% | -52.0% | +192.8% |
| 10Y | +1,598.5% | +1,272.1% | +326.4% | +1,115.1% |
| All | +8,381.6% | +10,052.8% | -1,671.2% | +5,121.2% |
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 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