+873.0%
TTMI vs XPO
+153.8%
+719.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -2.7% |
| 7D | +7.5% | -0.9% | +8.4% | +8.0% |
| 30D | -4.5% | -8.1% | +3.6% | -0.7% |
| 3M | -28.5% | -19.0% | -9.5% | -22.2% |
| 6M | +28.4% | -5.2% | +33.5% | +31.1% |
| YTD | +80.1% | +35.6% | +44.5% | +61.2% |
| 1Y | +161.0% | +41.1% | +119.9% | +129.0% |
| All | +873.0% | +153.8% | +719.2% | +609.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling