+500.3%
TTD vs FDS
+127.0%
+373.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -2.5% |
| 7D | +20.8% | -2.6% | +23.3% | +22.9% |
| 30D | +27.1% | +14.1% | +13.1% | +15.1% |
| 3M | +14.7% | +19.8% | -5.1% | -0.6% |
| 6M | -26.8% | +55.0% | -81.8% | -48.8% |
| YTD | -59.2% | +15.9% | -75.1% | -65.0% |
| 1Y | -64.7% | +24.2% | -88.9% | -71.6% |
| 3Y | -75.8% | -24.0% | -51.8% | -72.2% |
| 5Y | -84.6% | -23.3% | -61.2% | -82.2% |
| All | +500.3% | +127.0% | +373.3% | +252.8% |
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