-72.2%
TTD vs XPO
+53.4%
-125.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -8.9% | -4.3% |
| 7D | +6.3% | +2.4% | +3.9% | +6.4% |
| 30D | -23.9% | -3.5% | -20.4% | -23.8% |
| 3M | -31.4% | -11.9% | -19.5% | -31.1% |
| 6M | -42.7% | -10.0% | -32.7% | -42.4% |
| YTD | -62.0% | +42.1% | -104.1% | -64.0% |
| 1Y | -72.2% | +47.6% | -119.8% | -73.7% |
| All | -72.2% | +53.4% | -125.6% | -73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling