+705.1%
TTMI vs XPO
+10,316.6%
-9,611.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.5% | +4.4% | +8.0% |
| 7D | +5.9% | +2.4% | +3.4% | +5.4% |
| 30D | -4.3% | -3.5% | -0.8% | -3.5% |
| 3M | -32.0% | -11.9% | -20.1% | -30.4% |
| 6M | +19.5% | -10.0% | +29.4% | +22.1% |
| YTD | +82.0% | +42.1% | +39.9% | +70.9% |
| 1Y | +172.6% | +47.6% | +125.0% | +153.7% |
| 3Y | +744.7% | +153.6% | +591.1% | +606.4% |
| 5Y | +805.6% | +266.5% | +539.0% | +595.5% |
| 10Y | +1,057.6% | +1,460.4% | -402.8% | +613.4% |
| All | +705.1% | +10,316.6% | -9,611.4% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling