-80.9%
TTD vs XPO
+262.4%
-343.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.4% |
| 7D | -4.6% | -0.9% | -3.7% | -4.4% |
| 30D | +3.7% | -8.1% | +11.8% | +7.2% |
| 3M | -30.2% | -19.0% | -11.2% | -24.3% |
| 6M | -51.4% | -5.2% | -46.2% | -51.6% |
| YTD | -63.4% | +35.6% | -99.0% | -70.4% |
| 1Y | -73.5% | +41.1% | -114.6% | -79.4% |
| 3Y | -83.5% | +157.9% | -241.4% | -91.9% |
| 5Y | -80.9% | +265.6% | -346.6% | -93.2% |
| All | -80.9% | +262.4% | -343.4% | -93.2% |
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 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