-70.1%
TTD vs FE
+5.9%
-76.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +0.8% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +6.9% | +5.2% | +1.8% | +8.8% |
| 3M | -26.8% | 0.0% | -26.8% | -27.1% |
| 6M | -46.1% | +5.0% | -51.2% | -44.7% |
| YTD | -65.9% | +7.9% | -73.8% | -65.5% |
| All | -70.1% | +5.9% | -76.0% | -70.0% |
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