+172.6%
TTMI vs XPO
+53.4%
+119.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.5% | +4.4% | +6.5% |
| 7D | +5.9% | +2.4% | +3.4% | +4.6% |
| 30D | -4.3% | -3.5% | -0.8% | -2.1% |
| 3M | -32.0% | -11.9% | -20.1% | -27.8% |
| 6M | +19.5% | -10.0% | +29.4% | +23.7% |
| YTD | +82.0% | +42.1% | +39.9% | +62.8% |
| 1Y | +172.6% | +47.6% | +125.0% | +145.0% |
| All | +172.6% | +53.4% | +119.2% | +145.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling