+94.6%
TT vs FDS
-22.8%
+117.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.8% | +1.1% |
| 7D | +3.5% | -2.1% | +5.6% | +3.4% |
| 30D | -11.0% | +16.0% | -27.0% | -10.5% |
| 3M | -12.0% | +18.8% | -30.8% | -11.3% |
| 6M | -10.4% | +54.1% | -64.5% | -9.4% |
| YTD | +9.9% | +17.0% | -7.1% | +15.8% |
| 1Y | +1.5% | +25.5% | -24.1% | +4.8% |
| All | +94.6% | -22.8% | +117.4% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling