-64.7%
TTD vs XPO
+36.4%
-101.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +20.8% | +6.9% | +13.9% | +20.5% |
| 30D | +27.1% | +4.1% | +23.0% | +26.9% |
| 3M | +14.7% | -9.7% | +24.4% | +14.4% |
| 6M | -26.8% | -3.8% | -23.0% | -26.7% |
| YTD | -59.2% | +38.8% | -98.0% | -62.7% |
| 1Y | -64.7% | +34.2% | -98.9% | -67.6% |
| All | -64.7% | +36.4% | -101.1% | -67.6% |
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