-82.9%
TTD vs FFIV
+140.3%
-223.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.1% |
| 7D | +6.3% | -1.0% | +7.3% | +6.8% |
| 30D | -23.9% | -5.1% | -18.8% | -21.8% |
| 3M | -31.4% | -4.5% | -26.9% | -30.0% |
| 6M | -42.7% | +36.5% | -79.1% | -52.0% |
| YTD | -62.0% | +53.0% | -115.0% | -70.3% |
| 1Y | -72.2% | +24.2% | -96.4% | -75.9% |
| All | -82.9% | +140.3% | -223.2% | -89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling