+303.8%
TD vs XPO
+1,516.3%
-1,212.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | -5.7% | +5.1% | +0.5% |
| 30D | -1.9% | -12.8% | +10.9% | +0.6% |
| 3M | +4.8% | -20.0% | +24.7% | +8.9% |
| 6M | +28.0% | -6.0% | +34.0% | +28.7% |
| YTD | +30.3% | +34.0% | -3.7% | +21.8% |
| 1Y | +59.8% | +35.6% | +24.2% | +48.2% |
| 3Y | +124.7% | +152.3% | -27.6% | +74.5% |
| 5Y | +127.0% | +264.4% | -137.4% | +55.0% |
| All | +303.8% | +1,516.3% | -1,212.5% | +95.8% |
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