+125.4%
TD vs XPO
+257.8%
-132.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | -2.6% | -1.3% | -1.2% | -2.4% |
| 30D | -1.0% | -10.4% | +9.3% | +0.5% |
| 3M | +5.6% | -15.7% | +21.3% | +7.9% |
| 6M | +27.1% | -6.3% | +33.4% | +27.7% |
| YTD | +29.4% | +34.2% | -4.8% | +23.2% |
| 1Y | +60.7% | +39.9% | +20.7% | +51.5% |
| 3Y | +127.6% | +155.2% | -27.6% | +86.9% |
| 5Y | +125.4% | +264.7% | -139.3% | +62.7% |
| All | +125.4% | +257.8% | -132.4% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling