+379.4%
TTD vs FE
+109.9%
+269.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | +6.3% | +1.9% | +4.4% | +5.7% |
| 30D | -23.9% | -1.2% | -22.7% | -23.7% |
| 3M | -31.4% | +3.5% | -34.9% | -32.4% |
| 6M | -42.7% | -6.1% | -36.6% | -41.8% |
| YTD | -62.0% | +7.6% | -69.6% | -63.3% |
| 1Y | -72.2% | +11.9% | -84.1% | -73.6% |
| 3Y | -81.9% | +48.4% | -130.4% | -85.0% |
| 5Y | -81.5% | +44.8% | -126.3% | -84.6% |
| All | +379.4% | +109.9% | +269.5% | +275.4% |
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 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