+379.4%
TTD vs XPO
+1,515.5%
-1,136.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.5% | -8.9% | -6.2% |
| 7D | +6.3% | +2.4% | +3.9% | +5.1% |
| 30D | -23.9% | -3.5% | -20.4% | -23.3% |
| 3M | -31.4% | -11.9% | -19.5% | -28.6% |
| 6M | -42.7% | -10.0% | -32.7% | -41.8% |
| YTD | -62.0% | +42.1% | -104.1% | -68.9% |
| 1Y | -72.2% | +47.6% | -119.8% | -78.0% |
| 3Y | -81.9% | +153.6% | -235.5% | -89.6% |
| 5Y | -81.5% | +266.5% | -348.1% | -91.5% |
| All | +379.4% | +1,515.5% | -1,136.1% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling