+838.3%
XPO vs TW
+211.4%
+626.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.4% |
| 7D | +2.7% | -3.5% | +6.2% | +4.0% |
| 30D | -6.2% | +0.5% | -6.7% | -6.5% |
| 3M | -15.4% | +4.9% | -20.3% | -17.9% |
| 6M | +0.7% | -17.1% | +17.9% | +6.9% |
| YTD | +39.8% | -3.9% | +43.7% | +38.9% |
| 1Y | +43.3% | -13.3% | +56.6% | +48.3% |
| 3Y | +166.0% | +20.9% | +145.1% | +125.5% |
| 5Y | +274.2% | +20.5% | +253.7% | +209.2% |
| All | +838.3% | +211.4% | +626.8% | +446.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling