-83.3%
TTD vs FDX
+62.0%
-145.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.1% |
| 7D | +1.7% | -3.3% | +5.1% | +2.7% |
| 30D | +1.6% | -1.4% | +3.0% | +2.0% |
| 3M | -27.8% | -4.5% | -23.3% | -27.1% |
| 6M | -52.1% | +9.4% | -61.5% | -53.9% |
| YTD | -63.1% | +36.0% | -99.1% | -67.5% |
| 1Y | -73.1% | +75.5% | -148.6% | -78.7% |
| 3Y | -83.3% | +62.8% | -146.1% | -87.9% |
| All | -83.3% | +62.0% | -145.3% | -87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling