+7,380.3%
TT vs FDS
+10,266.7%
-2,886.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.8% | -2.0% | +2.8% | +1.4% |
| 30D | -11.8% | +13.5% | -25.3% | -15.8% |
| 3M | -11.6% | +15.2% | -26.7% | -16.7% |
| 6M | -9.3% | +47.0% | -56.4% | -23.0% |
| YTD | +8.9% | +13.9% | -5.0% | -1.4% |
| 1Y | -2.2% | +25.2% | -27.4% | -14.7% |
| 3Y | +91.9% | -25.3% | +117.2% | +97.7% |
| 5Y | +136.0% | -23.3% | +159.3% | +140.2% |
| 10Y | +734.7% | +126.0% | +608.7% | +474.0% |
| All | +7,380.3% | +10,266.7% | -2,886.4% | +2,151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling