-64.7%
TTD vs FE
+4.7%
-69.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +20.8% | -0.3% | +21.1% | +20.6% |
| 30D | +27.1% | +3.9% | +23.2% | +28.7% |
| 3M | +14.7% | -0.1% | +14.8% | +14.0% |
| 6M | -26.8% | +6.1% | -32.9% | -24.6% |
| YTD | -59.2% | +8.1% | -67.3% | -58.6% |
| 1Y | -64.7% | +4.4% | -69.1% | -64.4% |
| All | -64.7% | +4.7% | -69.4% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling