+1,801.3%
TD vs XPO
+10,152.6%
-8,351.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +0.9% | +2.7% | -1.8% | +0.6% |
| 30D | -0.7% | -6.2% | +5.5% | 0.0% |
| 3M | +6.3% | -15.4% | +21.7% | +7.9% |
| 6M | +27.9% | +0.7% | +27.2% | +27.4% |
| YTD | +29.8% | +39.8% | -10.0% | +24.8% |
| 1Y | +63.7% | +43.3% | +20.3% | +56.6% |
| 3Y | +128.3% | +166.0% | -37.7% | +101.2% |
| 5Y | +125.5% | +274.2% | -148.6% | +88.1% |
| 10Y | +296.7% | +1,429.0% | -1,132.4% | +189.8% |
| All | +1,801.3% | +10,152.6% | -8,351.2% | +1,128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling