+329.6%
TTD vs FFIV
+162.1%
+167.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +5.2% | -8.1% | +13.3% | +11.3% |
| 30D | +6.9% | -33.4% | +40.3% | +37.2% |
| 3M | -26.8% | -24.7% | -2.1% | -14.8% |
| 6M | -46.1% | -8.8% | -37.3% | -46.2% |
| YTD | -65.9% | +21.8% | -87.7% | -73.1% |
| 1Y | -71.8% | +25.3% | -97.1% | -78.4% |
| 3Y | -83.3% | +101.2% | -184.5% | -91.7% |
| 5Y | -81.1% | +40.2% | -121.4% | -87.2% |
| 10Y | +441.7% | +129.0% | +312.7% | +174.5% |
| All | +329.6% | +162.1% | +167.4% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling