+133.5%
TT vs FDS
-23.2%
+156.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | +8.1% | -2.6% | +10.6% | +8.4% |
| 30D | -11.3% | +14.1% | -25.3% | -13.3% |
| 3M | -11.2% | +19.8% | -31.0% | -14.2% |
| 6M | -8.9% | +55.0% | -63.9% | -17.6% |
| YTD | +9.7% | +15.9% | -6.2% | +8.4% |
| 1Y | +1.3% | +24.2% | -22.9% | -3.4% |
| 3Y | +93.4% | -24.0% | +117.4% | +128.8% |
| 5Y | +133.5% | -23.3% | +156.9% | +170.8% |
| All | +133.5% | -23.2% | +156.8% | +170.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling