+734.7%
TT vs XPO
+1,356.2%
-621.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.8% | -1.5% | +2.3% | +1.3% |
| 30D | -11.8% | +2.6% | -14.4% | -12.5% |
| 3M | -11.6% | -6.1% | -5.4% | -10.3% |
| 6M | -9.3% | -8.0% | -1.3% | -7.8% |
| YTD | +8.9% | +38.5% | -29.6% | -1.6% |
| 1Y | -2.2% | +35.0% | -37.3% | -11.3% |
| 3Y | +91.9% | +126.5% | -34.6% | +43.3% |
| 5Y | +136.0% | +315.4% | -179.4% | +40.2% |
| 10Y | +734.7% | +1,272.1% | -537.4% | +249.4% |
| All | +734.7% | +1,356.2% | -621.5% | +249.4% |
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