-65.5%
TTD vs FDS
+26.9%
-92.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.4% | +15.8% | +15.6% |
| 7D | +19.0% | -5.0% | +23.9% | +21.7% |
| 30D | +23.6% | +13.8% | +9.8% | +15.6% |
| 3M | +8.2% | +14.8% | -6.7% | +0.4% |
| 6M | -35.3% | +47.4% | -82.7% | -47.5% |
| YTD | -60.7% | +14.2% | -74.8% | -65.2% |
| All | -65.5% | +26.9% | -92.4% | -70.5% |
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