-56.3%
FIG vs TTD
-66.1%
+9.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +15.5% | -12.3% | -6.0% |
| 7D | -12.6% | +19.0% | -31.6% | -21.6% |
| 30D | -13.8% | +23.6% | -37.4% | -24.3% |
| 3M | -16.7% | +8.2% | -24.9% | -21.3% |
| 6M | -6.1% | -35.3% | +29.2% | +18.7% |
| YTD | -48.1% | -60.7% | +12.6% | -18.5% |
| All | -56.3% | -66.1% | +9.8% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling