-72.0%
TTD vs FDX
+65.6%
-137.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.8% |
| 7D | +3.7% | +8.1% | -4.5% | +3.7% |
| 30D | +10.4% | +13.9% | -3.5% | +10.5% |
| 3M | -31.6% | +5.5% | -37.1% | -31.6% |
| 6M | -45.1% | +15.1% | -60.2% | -43.6% |
| YTD | -65.1% | +43.2% | -108.3% | -66.8% |
| 1Y | -72.0% | +65.0% | -137.0% | -74.5% |
| All | -72.0% | +65.6% | -137.6% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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