+12,772.9%
TDG vs XPO
+13,629.6%
-856.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -2.7% | -1.3% | -1.3% | -2.4% |
| 30D | -9.3% | -10.4% | +1.1% | -7.4% |
| 3M | -7.1% | -15.7% | +8.6% | -4.2% |
| 6M | -11.2% | -6.3% | -4.8% | -10.6% |
| YTD | -15.3% | +34.2% | -49.4% | -21.2% |
| 1Y | -12.5% | +39.9% | -52.4% | -19.8% |
| 3Y | +51.2% | +155.2% | -104.0% | +18.1% |
| 5Y | +126.1% | +264.7% | -138.5% | +58.8% |
| 10Y | +536.2% | +1,500.1% | -963.8% | +249.4% |
| All | +12,772.9% | +13,629.6% | -856.8% | +5,463.4% |
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