-68.3%
TTD vs FANG
+52.7%
-121.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.6% |
| 7D | -0.6% | +2.9% | -3.5% | -0.4% |
| 30D | +6.3% | +2.6% | +3.7% | +6.5% |
| 3M | -24.1% | +7.6% | -31.7% | -23.7% |
| 6M | -47.4% | +17.3% | -64.8% | -47.6% |
| YTD | -62.2% | +38.7% | -100.9% | -62.1% |
| 1Y | -68.3% | +51.6% | -119.9% | -67.6% |
| All | -68.3% | +52.7% | -121.0% | -67.6% |
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