+3,798.7%
TDY vs XPO
+9,736.1%
-5,937.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -1.9% | -1.3% | -0.5% | -1.7% |
| 30D | -12.5% | -10.4% | -2.1% | -11.2% |
| 3M | -0.8% | -15.7% | +14.9% | +1.4% |
| 6M | -9.0% | -6.3% | -2.6% | -8.4% |
| YTD | +16.8% | +34.2% | -17.4% | +11.6% |
| 1Y | +9.5% | +39.9% | -30.5% | +3.7% |
| 3Y | +45.4% | +155.2% | -109.8% | +24.4% |
| 5Y | +37.8% | +264.7% | -226.9% | +9.6% |
| 10Y | +470.2% | +1,500.1% | -1,029.8% | +281.5% |
| All | +3,798.7% | +9,736.1% | -5,937.4% | +2,137.3% |
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