+1,866.0%
TD vs XPO
+10,300.9%
-8,434.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.3% |
| 7D | +1.1% | +9.0% | -7.9% | +0.2% |
| 30D | +5.2% | +4.2% | +1.0% | +4.7% |
| 3M | +1.2% | -8.7% | +9.9% | +2.0% |
| 6M | +17.7% | -2.8% | +20.5% | +17.7% |
| YTD | +34.2% | +41.9% | -7.6% | +28.8% |
| 1Y | +55.4% | +42.3% | +13.1% | +49.0% |
| 3Y | +130.4% | +127.3% | +3.1% | +106.5% |
| 5Y | +101.8% | +306.4% | -204.6% | +67.1% |
| 10Y | +301.9% | +1,290.9% | -989.1% | +195.0% |
| All | +1,866.0% | +10,300.9% | -8,434.9% | +1,167.3% |
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