+364.1%
TTD vs FANG
+203.2%
+161.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.3% |
| 7D | -7.4% | +1.2% | -8.6% | -7.7% |
| 30D | +3.0% | +2.4% | +0.6% | +2.3% |
| 3M | -27.6% | +5.1% | -32.7% | -29.0% |
| 6M | -49.5% | +16.4% | -65.9% | -52.1% |
| YTD | -63.2% | +39.0% | -102.2% | -66.8% |
| 1Y | -69.7% | +50.6% | -120.4% | -73.4% |
| 3Y | -83.3% | +46.9% | -130.3% | -85.5% |
| 5Y | -80.8% | +238.2% | -319.1% | -86.8% |
| All | +364.1% | +203.2% | +161.0% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling