+329.6%
TTD vs FE
+108.4%
+221.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.4% |
| 7D | +5.2% | -1.0% | +6.2% | +5.6% |
| 30D | +6.9% | +4.1% | +2.8% | +5.5% |
| 3M | -26.8% | -1.0% | -25.8% | -26.7% |
| 6M | -46.1% | +4.0% | -50.2% | -47.1% |
| YTD | -65.9% | +6.8% | -72.8% | -67.0% |
| 1Y | -71.8% | +5.3% | -77.1% | -72.6% |
| 3Y | -83.3% | +44.6% | -127.9% | -86.0% |
| 5Y | -81.1% | +44.2% | -125.3% | -84.2% |
| 10Y | +441.7% | +107.3% | +334.4% | +322.6% |
| All | +329.6% | +108.4% | +221.2% | +237.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling