+750.6%
TT vs FDS
+135.1%
+615.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.0% | +4.8% |
| 7D | +1.7% | -5.0% | +6.7% | +3.1% |
| 30D | -11.8% | +13.8% | -25.6% | -15.6% |
| 3M | -12.6% | +14.8% | -27.4% | -17.1% |
| 6M | -9.4% | +47.4% | -56.7% | -22.6% |
| YTD | +8.8% | +14.2% | -5.3% | +0.8% |
| 1Y | -2.5% | +26.6% | -29.2% | -14.4% |
| 3Y | +95.7% | -24.4% | +120.1% | +114.0% |
| 5Y | +135.7% | -22.6% | +158.4% | +152.2% |
| 10Y | +750.6% | +130.0% | +620.6% | +446.5% |
| All | +750.6% | +135.1% | +615.5% | +446.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling