+957.3%
TT vs XPO
+1,410.5%
-453.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | -6.7% | -8.1% | +1.4% | -4.6% |
| 3M | -5.4% | -19.0% | +13.6% | -0.2% |
| 6M | +4.4% | -5.2% | +9.6% | +5.2% |
| YTD | +14.9% | +35.6% | -20.6% | +4.6% |
| 1Y | +9.3% | +41.1% | -31.8% | -2.3% |
| 3Y | +121.7% | +157.9% | -36.2% | +59.4% |
| 5Y | +148.2% | +265.6% | -117.5% | +52.7% |
| 10Y | +957.3% | +1,516.8% | -559.6% | +309.5% |
| All | +957.3% | +1,410.5% | -453.2% | +309.5% |
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