+414.0%
TTD vs XPO
+1,477.8%
-1,063.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +20.8% | +6.9% | +13.9% | +17.8% |
| 30D | +27.1% | +4.1% | +23.0% | +25.1% |
| 3M | +14.7% | -9.7% | +24.4% | +19.0% |
| 6M | -26.8% | -3.8% | -23.0% | -27.0% |
| YTD | -59.2% | +38.8% | -98.0% | -66.4% |
| 1Y | -64.7% | +34.2% | -98.9% | -70.6% |
| 3Y | -75.8% | +126.9% | -202.7% | -85.2% |
| 5Y | -84.6% | +297.5% | -382.1% | -93.1% |
| 10Y | +507.9% | +1,260.5% | -752.6% | +74.5% |
| All | +414.0% | +1,477.8% | -1,063.8% | +58.4% |
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 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