+463.4%
TTD vs FE
+107.2%
+356.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +6.9% | +5.2% | +1.8% | +5.1% |
| 3M | -26.8% | 0.0% | -26.8% | -26.9% |
| 6M | -46.1% | +5.0% | -51.2% | -47.2% |
| YTD | -65.9% | +7.9% | -73.8% | -67.1% |
| 1Y | -71.8% | +6.3% | -78.2% | -72.7% |
| 3Y | -83.3% | +46.0% | -129.3% | -86.0% |
| 5Y | -81.1% | +45.6% | -126.8% | -84.3% |
| All | +463.4% | +107.2% | +356.2% | +322.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling