+736.3%
TT vs XPO
+1,266.4%
-530.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -2.0% |
| 7D | +4.0% | +9.0% | -4.9% | +1.6% |
| 30D | -11.3% | +4.2% | -15.5% | -12.4% |
| 3M | -12.3% | -8.7% | -3.6% | -10.4% |
| 6M | -10.8% | -2.8% | -8.1% | -10.7% |
| YTD | +8.2% | +41.9% | -33.7% | -2.9% |
| 1Y | +1.5% | +42.3% | -40.9% | -9.2% |
| 3Y | +91.5% | +127.3% | -35.8% | +42.9% |
| 5Y | +130.2% | +306.4% | -176.2% | +37.5% |
| All | +736.3% | +1,266.4% | -530.1% | +246.8% |
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