-84.0%
TTD vs FERG
+52.4%
-136.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -4.6% | +0.9% | -5.5% | -4.9% |
| 30D | +3.7% | -15.1% | +18.7% | +9.4% |
| 3M | -30.2% | -4.8% | -25.4% | -29.6% |
| 6M | -51.4% | -2.5% | -48.9% | -51.9% |
| YTD | -63.4% | +1.8% | -65.2% | -64.7% |
| 1Y | -73.5% | -0.3% | -73.2% | -74.4% |
| All | -84.0% | +52.4% | -136.3% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 3y: compounded portfolio wealth divided by compounded FERG 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…
3y analysis · Full analysis span regression · 6 months rolling