+11.6%
TSN vs XPO
+1,266.4%
-1,254.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.0% |
| 7D | -1.4% | +9.0% | -10.4% | -2.6% |
| 30D | +8.5% | +4.2% | +4.3% | +7.8% |
| 3M | +5.3% | -8.7% | +13.9% | +6.4% |
| 6M | -10.5% | -2.8% | -7.7% | -10.6% |
| YTD | +3.0% | +41.9% | -38.9% | -3.3% |
| 1Y | +12.1% | +42.3% | -30.2% | +5.2% |
| 3Y | +43.1% | +127.3% | -84.2% | +20.7% |
| 5Y | -15.1% | +306.4% | -321.5% | -37.7% |
| All | +11.6% | +1,266.4% | -1,254.8% | -37.1% |
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