+123.2%
TD vs XPO
+151.2%
-28.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | -2.6% | -1.3% | -1.2% | -2.5% |
| 30D | -1.0% | -10.4% | +9.3% | 0.0% |
| 3M | +5.6% | -15.7% | +21.3% | +7.2% |
| 6M | +27.1% | -6.3% | +33.4% | +27.5% |
| YTD | +29.4% | +34.2% | -4.8% | +25.6% |
| 1Y | +60.7% | +39.9% | +20.7% | +55.1% |
| All | +123.2% | +151.2% | -28.0% | +96.4% |
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