-7.1%
TT vs FDS
+29.3%
-36.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +1.6% |
| 7D | -2.0% | -0.5% | -1.5% | -2.1% |
| 30D | -14.0% | +20.2% | -34.2% | -10.8% |
| 3M | -15.9% | +19.9% | -35.7% | -12.4% |
| 6M | -17.3% | +56.2% | -73.5% | -7.6% |
| YTD | +4.0% | +14.6% | -10.6% | +10.2% |
| 1Y | -7.1% | +31.6% | -38.7% | -1.0% |
| All | -7.1% | +29.3% | -36.4% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling