+550.5%
TTD vs FFIV
+132.4%
+418.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.2% | +13.2% | +13.9% |
| 7D | +19.0% | -2.1% | +21.1% | +20.9% |
| 30D | +23.6% | -33.8% | +57.4% | +61.1% |
| 3M | +8.2% | -20.6% | +28.8% | +21.1% |
| 6M | -35.3% | -10.2% | -25.1% | -34.4% |
| YTD | -60.7% | +24.5% | -85.2% | -69.7% |
| 1Y | -65.3% | +29.3% | -94.6% | -74.2% |
| 3Y | -80.6% | +103.8% | -184.4% | -90.7% |
| 5Y | -84.6% | +40.9% | -125.5% | -89.8% |
| 10Y | +550.5% | +126.6% | +424.0% | +206.6% |
| All | +550.5% | +132.4% | +418.1% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling