-83.2%
FIG vs TTD
-82.8%
-0.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +15.5% | -12.3% | -3.3% |
| 7D | -12.6% | +19.0% | -31.6% | -18.9% |
| 30D | -13.8% | +23.6% | -37.4% | -21.2% |
| 3M | -16.7% | +8.2% | -24.9% | -19.8% |
| 6M | -6.1% | -35.3% | +29.2% | +8.5% |
| YTD | -48.1% | -60.7% | +12.6% | -34.7% |
| 1Y | -56.2% | -65.3% | +9.1% | -44.0% |
| All | -83.2% | -82.8% | -0.4% | -78.2% |
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