+7,861.7%
TT vs FDS
+9,502.8%
-1,641.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.8% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | -7.4% | +9.0% | -16.4% | -10.2% |
| 3M | -3.2% | +18.9% | -22.1% | -10.1% |
| 6M | +1.1% | +35.1% | -34.0% | -11.6% |
| YTD | +15.6% | +5.5% | +10.1% | +8.5% |
| 1Y | +9.2% | -16.8% | +26.0% | +10.2% |
| 3Y | +124.4% | -28.1% | +152.4% | +136.4% |
| 5Y | +138.0% | -17.4% | +155.4% | +138.0% |
| 10Y | +886.4% | +85.4% | +800.9% | +631.1% |
| All | +7,861.7% | +9,502.8% | -1,641.1% | +2,382.7% |
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