+508.5%
TTD vs XPO
+1,266.4%
-757.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +0.4% |
| 7D | +21.3% | +9.0% | +12.3% | +17.3% |
| 30D | +28.7% | +4.2% | +24.6% | +26.6% |
| 3M | +7.7% | -8.7% | +16.3% | +11.2% |
| 6M | -23.5% | -2.8% | -20.7% | -23.9% |
| YTD | -58.7% | +41.9% | -100.6% | -66.3% |
| 1Y | -63.4% | +42.3% | -105.8% | -70.3% |
| 3Y | -75.3% | +127.3% | -202.6% | -84.9% |
| 5Y | -84.4% | +306.4% | -390.8% | -93.2% |
| All | +508.5% | +1,266.4% | -757.9% | +72.5% |
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