+365.8%
TTD vs FFIV
+228.6%
+137.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +1.7% | -1.5% | +3.3% | +2.9% |
| 30D | +1.6% | -2.7% | +4.2% | +2.9% |
| 3M | -27.8% | -1.7% | -26.2% | -27.6% |
| 6M | -52.1% | +36.1% | -88.2% | -62.7% |
| YTD | -63.1% | +52.6% | -115.7% | -73.9% |
| 1Y | -73.1% | +21.5% | -94.6% | -77.8% |
| 3Y | -83.3% | +142.7% | -226.0% | -92.3% |
| 5Y | -80.6% | +92.6% | -173.2% | -89.0% |
| All | +365.8% | +228.6% | +137.2% | +128.2% |
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