-72.2%
TTD vs FDX
+80.8%
-153.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.4% |
| 7D | +6.3% | -2.5% | +8.9% | +6.2% |
| 30D | -23.9% | +3.8% | -27.7% | -23.7% |
| 3M | -31.4% | -1.3% | -30.1% | -31.2% |
| 6M | -42.7% | +5.0% | -47.7% | -42.3% |
| YTD | -62.0% | +39.6% | -101.6% | -64.0% |
| 1Y | -72.2% | +81.1% | -153.3% | -75.0% |
| All | -72.2% | +80.8% | -153.0% | -75.0% |
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