+1,124.0%
TTMI vs XPO
+1,516.3%
-392.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +0.7% | -5.7% | +6.3% | +2.8% |
| 30D | -8.4% | -12.8% | +4.4% | -3.5% |
| 3M | -32.5% | -20.0% | -12.5% | -26.9% |
| 6M | +32.5% | -6.0% | +38.5% | +35.5% |
| YTD | +83.2% | +34.0% | +49.2% | +65.1% |
| 1Y | +161.7% | +35.6% | +126.1% | +133.6% |
| 3Y | +890.1% | +152.3% | +737.8% | +584.1% |
| 5Y | +832.4% | +264.4% | +568.1% | +435.0% |
| All | +1,124.0% | +1,516.3% | -392.3% | +315.6% |
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