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  • TT vs FDS✓SelectedUSD · FDSTT vs FDS performance historyLatest closeAs of+0.85%09/04
Stock and ETF performance explorer

TT vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,861.7%
FDS return
+9,502.8%
Excess return
-1,641.1%
Maximum drawdown
-77.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+0.8%-3.5%+4.4%+2.0%
7D0.0%-1.9%+1.9%+0.6%
30D-7.2%+9.0%-16.2%-10.0%
3M-3.0%+18.9%-21.8%-9.9%
6M+1.4%+35.1%-33.8%-11.4%
YTD+15.9%+5.5%+10.4%+8.7%
1Y+9.4%-16.8%+26.2%+10.5%
3Y+124.4%-28.1%+152.4%+136.4%
5Y+138.0%-17.4%+155.4%+138.0%
10Y+886.4%+85.4%+800.9%+631.0%
All+7,861.7%+9,502.8%-1,641.1%+2,382.7%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded FDS 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling