+500.3%
TTD vs FE
+123.7%
+376.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +20.8% | -0.3% | +21.1% | +20.9% |
| 30D | +27.1% | +3.9% | +23.2% | +25.5% |
| 3M | +14.7% | -0.1% | +14.8% | +14.7% |
| 6M | -26.8% | +6.1% | -32.9% | -28.6% |
| YTD | -59.2% | +8.1% | -67.3% | -60.7% |
| 1Y | -64.7% | +4.4% | -69.1% | -65.5% |
| 3Y | -75.8% | +49.0% | -124.8% | -80.0% |
| 5Y | -84.6% | +46.1% | -130.7% | -87.2% |
| All | +500.3% | +123.7% | +376.6% | +362.9% |
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