-79.1%
FIG vs TTD
-83.4%
+4.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -2.6% |
| 7D | -16.3% | +6.3% | -22.6% | -18.6% |
| 30D | -14.3% | -23.9% | +9.6% | -5.6% |
| 3M | +7.2% | -31.4% | +38.5% | +22.3% |
| 6M | -18.6% | -42.7% | +24.0% | -3.0% |
| YTD | -35.5% | -62.0% | +26.5% | -17.4% |
| 1Y | -55.8% | -72.2% | +16.4% | -41.4% |
| All | -79.1% | -83.4% | +4.3% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling