-85.1%
TTD vs FE
+47.0%
-132.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +21.3% | +1.2% | +20.0% | +21.0% |
| 30D | +28.7% | +4.5% | +24.2% | +27.6% |
| 3M | +7.7% | +1.3% | +6.4% | +7.4% |
| 6M | -23.5% | +8.7% | -32.1% | -25.0% |
| YTD | -58.7% | +9.2% | -67.9% | -59.9% |
| 1Y | -63.4% | +7.0% | -70.4% | -64.3% |
| 3Y | -75.3% | +51.4% | -126.7% | -79.8% |
| All | -85.1% | +47.0% | -132.1% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling