+379.4%
TTD vs FDS
+90.1%
+289.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -1.8% |
| 7D | +6.3% | -1.9% | +8.2% | +7.8% |
| 30D | -23.9% | +9.0% | -32.9% | -29.1% |
| 3M | -31.4% | +18.9% | -50.2% | -40.7% |
| 6M | -42.7% | +35.1% | -77.8% | -55.3% |
| YTD | -62.0% | +5.5% | -67.5% | -64.6% |
| 1Y | -72.2% | -16.8% | -55.4% | -69.4% |
| 3Y | -81.9% | -28.1% | -53.9% | -78.4% |
| 5Y | -81.5% | -17.4% | -64.1% | -79.9% |
| All | +379.4% | +90.1% | +289.3% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling