-75.3%
TTD vs FDS
-23.3%
-52.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +21.3% | +1.5% | +19.8% | +20.4% |
| 30D | +28.7% | +14.8% | +13.9% | +20.1% |
| 3M | +7.7% | +16.3% | -8.6% | -0.5% |
| 6M | -23.5% | +66.2% | -89.7% | -40.9% |
| YTD | -58.7% | +16.2% | -74.9% | -62.7% |
| 1Y | -63.4% | +21.8% | -85.3% | -67.8% |
| 3Y | -75.3% | -23.9% | -51.4% | -73.3% |
| All | -75.3% | -23.3% | -52.0% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling