-72.0%
TTD vs FDS
+31.1%
-103.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.5% |
| 7D | +3.7% | +9.4% | -5.8% | -1.0% |
| 30D | +10.4% | +23.8% | -13.4% | -0.6% |
| 3M | -31.6% | +25.1% | -56.7% | -39.3% |
| 6M | -45.1% | +53.8% | -98.9% | -56.1% |
| YTD | -65.1% | +19.6% | -84.7% | -70.2% |
| 1Y | -72.0% | +31.6% | -103.6% | -76.1% |
| All | -72.0% | +31.1% | -103.1% | -76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling