+376.4%
TTD vs XPO
+1,424.2%
-1,047.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -0.6% | -5.7% | +5.0% | +1.8% |
| 30D | +6.3% | -12.8% | +19.1% | +12.2% |
| 3M | -24.1% | -20.0% | -4.2% | -17.7% |
| 6M | -47.4% | -6.0% | -41.4% | -47.4% |
| YTD | -62.2% | +34.0% | -96.3% | -68.4% |
| 1Y | -68.3% | +35.6% | -103.9% | -74.0% |
| 3Y | -83.4% | +152.3% | -235.7% | -90.4% |
| 5Y | -80.3% | +264.4% | -344.7% | -90.9% |
| All | +376.4% | +1,424.2% | -1,047.8% | +49.2% |
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