-82.5%
TTD vs XPO
+315.9%
-398.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +20.8% | +0.5% | +20.3% | +20.7% |
| 30D | +33.8% | +4.7% | +29.1% | +31.2% |
| 3M | +17.8% | -7.1% | +24.9% | +21.0% |
| 6M | -25.7% | -6.3% | -19.5% | -25.1% |
| YTD | -57.9% | +39.1% | -97.0% | -66.4% |
| 1Y | -63.8% | +36.7% | -100.5% | -71.0% |
| 3Y | -75.0% | +127.4% | -202.4% | -86.5% |
| 5Y | -82.5% | +315.0% | -397.5% | -94.4% |
| All | -82.5% | +315.9% | -398.4% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling