-72.2%
TTD vs FANG
+43.7%
-115.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.5% | -4.6% |
| 7D | +6.3% | +0.8% | +5.6% | +6.4% |
| 30D | -23.9% | +7.6% | -31.5% | -23.2% |
| 3M | -31.4% | -1.3% | -30.1% | -31.1% |
| 6M | -42.7% | +14.7% | -57.3% | -42.4% |
| YTD | -62.0% | +34.8% | -96.8% | -61.1% |
| 1Y | -72.2% | +42.9% | -115.1% | -70.7% |
| All | -72.2% | +43.7% | -115.9% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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