+365.8%
TTD vs FDS
+81.9%
+283.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | +0.2% |
| 7D | +1.7% | -5.4% | +7.1% | +5.9% |
| 30D | +1.6% | +1.6% | 0.0% | +0.4% |
| 3M | -27.8% | +17.7% | -45.6% | -37.2% |
| 6M | -52.1% | +29.1% | -81.2% | -61.4% |
| YTD | -63.1% | +1.0% | -64.0% | -64.5% |
| 1Y | -73.1% | -21.6% | -51.4% | -69.0% |
| 3Y | -83.3% | -30.1% | -53.2% | -79.6% |
| 5Y | -80.6% | -20.7% | -59.9% | -78.2% |
| All | +365.8% | +81.9% | +283.9% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling