-80.9%
FIG vs TTD
-84.0%
+3.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -14.5% | -4.6% | -9.9% | -12.8% |
| 30D | -13.3% | +3.7% | -17.0% | -14.6% |
| 3M | +7.4% | -30.2% | +37.6% | +22.3% |
| 6M | -27.8% | -51.4% | +23.6% | -9.5% |
| YTD | -41.1% | -63.4% | +22.3% | -23.4% |
| 1Y | -58.7% | -73.5% | +14.8% | -44.4% |
| All | -80.9% | -84.0% | +3.1% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling