+374.9%
TTMI vs XPO
+10,300.9%
-9,926.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.3% |
| 7D | +11.4% | +9.0% | +2.4% | +9.7% |
| 30D | -28.3% | +4.2% | -32.5% | -28.8% |
| 3M | -46.7% | -8.7% | -38.0% | -45.6% |
| 6M | -56.1% | -2.8% | -53.4% | -55.9% |
| YTD | +7.4% | +41.9% | -34.5% | +0.9% |
| 1Y | +17.4% | +42.3% | -24.9% | +10.2% |
| 3Y | +429.1% | +127.3% | +301.9% | +351.5% |
| 5Y | +418.8% | +306.4% | +112.4% | +293.4% |
| 10Y | +411.2% | +1,290.9% | -879.7% | +219.2% |
| All | +374.9% | +10,300.9% | -9,926.1% | +137.5% |
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