-19.7%
TSN vs XPO
+262.4%
-282.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.8% |
| 7D | -7.3% | -0.9% | -6.4% | -7.2% |
| 30D | -8.6% | -8.1% | -0.5% | -8.1% |
| 3M | -7.5% | -19.0% | +11.5% | -6.0% |
| 6M | -14.1% | -5.2% | -8.9% | -14.2% |
| YTD | -9.4% | +35.6% | -45.0% | -12.7% |
| 1Y | -4.1% | +41.1% | -45.2% | -8.1% |
| 3Y | +10.3% | +157.9% | -147.6% | -3.7% |
| 5Y | -19.7% | +265.6% | -285.4% | -36.7% |
| All | -19.7% | +262.4% | -282.2% | -36.7% |
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