+379.4%
TTD vs FDX
+174.2%
+205.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | +6.3% | -2.5% | +8.9% | +7.8% |
| 30D | -23.9% | +3.8% | -27.7% | -25.7% |
| 3M | -31.4% | -1.3% | -30.1% | -31.5% |
| 6M | -42.7% | +5.0% | -47.7% | -45.6% |
| YTD | -62.0% | +39.6% | -101.6% | -69.8% |
| 1Y | -72.2% | +81.1% | -153.3% | -81.2% |
| 3Y | -81.9% | +63.0% | -145.0% | -87.8% |
| 5Y | -81.5% | +65.6% | -147.2% | -88.0% |
| All | +379.4% | +174.2% | +205.2% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling