+152.5%
XPO vs TW
+20.3%
+132.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | -10.4% | -1.7% | -8.6% | -10.2% |
| 3M | -15.7% | +1.6% | -17.3% | -16.0% |
| 6M | -6.3% | -17.7% | +11.4% | -2.9% |
| YTD | +34.2% | -4.3% | +38.5% | +34.1% |
| 1Y | +39.9% | -13.1% | +53.1% | +42.5% |
| All | +152.5% | +20.3% | +132.2% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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