+114.4%
TYL vs XPO
+1,475.0%
-1,360.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.5% | -8.5% | -4.9% |
| 7D | -3.7% | +2.4% | -6.1% | -4.3% |
| 30D | +18.7% | -3.5% | +22.3% | +19.3% |
| 3M | +18.1% | -11.9% | +30.1% | +20.6% |
| 6M | -1.1% | -10.0% | +8.8% | -0.2% |
| YTD | -19.8% | +42.1% | -61.9% | -26.8% |
| 1Y | -34.3% | +47.6% | -81.9% | -40.9% |
| 3Y | -8.2% | +153.6% | -161.8% | -30.4% |
| 5Y | -25.4% | +266.5% | -291.9% | -50.8% |
| All | +114.4% | +1,475.0% | -1,360.6% | +9.2% |
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