+329.6%
TTD vs FDS
+106.4%
+223.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +3.5% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | +6.9% | +20.2% | -13.3% | -6.6% |
| 3M | -26.8% | +19.9% | -46.7% | -37.1% |
| 6M | -46.1% | +56.2% | -102.3% | -62.4% |
| YTD | -65.9% | +14.6% | -80.5% | -70.5% |
| 1Y | -71.8% | +31.6% | -103.4% | -78.4% |
| 3Y | -83.3% | -23.8% | -59.5% | -80.9% |
| 5Y | -81.1% | -22.6% | -58.6% | -78.4% |
| 10Y | +441.7% | +139.3% | +302.4% | +252.0% |
| All | +329.6% | +106.4% | +223.2% | +154.1% |
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 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