+500.3%
TTD vs FFIV
+124.6%
+375.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.7% |
| 7D | +20.8% | +1.9% | +18.9% | +19.4% |
| 30D | +27.1% | -33.3% | +60.4% | +64.8% |
| 3M | +14.7% | -24.9% | +39.6% | +34.1% |
| 6M | -26.8% | -10.5% | -16.3% | -25.6% |
| YTD | -59.2% | +24.4% | -83.7% | -68.6% |
| 1Y | -64.7% | +32.3% | -96.9% | -74.2% |
| 3Y | -75.8% | +99.7% | -175.5% | -88.1% |
| 5Y | -84.6% | +38.4% | -123.0% | -89.6% |
| All | +500.3% | +124.6% | +375.7% | +186.6% |
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