+1.9%
TYL vs XPO
+122.0%
-120.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | +6.7% | -6.7% | +13.3% | +7.4% |
| 30D | +26.5% | -1.9% | +28.4% | +26.8% |
| 3M | +37.3% | -9.9% | +47.2% | +38.6% |
| 6M | +31.2% | -16.4% | +47.5% | +33.3% |
| YTD | -7.4% | +30.2% | -37.6% | -11.4% |
| 1Y | -9.6% | +29.9% | -39.4% | -13.6% |
| 3Y | +1.9% | +122.6% | -120.7% | -13.7% |
| All | +1.9% | +122.0% | -120.1% | -13.7% |
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