+146.0%
TT vs XPO
+277.9%
-131.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.6% | -0.3% |
| 7D | 0.0% | +2.4% | -2.4% | -0.7% |
| 30D | -7.2% | -3.5% | -3.6% | -6.4% |
| 3M | -3.0% | -11.9% | +9.0% | 0.0% |
| 6M | +1.4% | -10.0% | +11.3% | +3.4% |
| YTD | +15.9% | +42.1% | -26.2% | +4.7% |
| 1Y | +9.4% | +47.6% | -38.2% | -2.8% |
| 3Y | +124.4% | +153.6% | -29.2% | +62.4% |
| All | +146.0% | +277.9% | -131.9% | +48.8% |
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 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