+467.2%
TDY vs XPO
+1,516.3%
-1,049.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.1% | -5.7% | +4.5% | +0.4% |
| 30D | -12.0% | -12.8% | +0.8% | -8.8% |
| 3M | -3.2% | -20.0% | +16.8% | +2.5% |
| 6M | -7.9% | -6.0% | -1.8% | -7.0% |
| YTD | +18.2% | +34.0% | -15.8% | +7.8% |
| 1Y | +6.7% | +35.6% | -28.9% | -3.6% |
| 3Y | +47.5% | +152.3% | -104.7% | +6.0% |
| 5Y | +39.5% | +264.4% | -224.9% | -15.7% |
| All | +467.2% | +1,516.3% | -1,049.2% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling