-72.0%
TTD vs FGI
+38.7%
-110.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.0% | +7.9% | +3.1% |
| 7D | +3.7% | +3.3% | +0.3% | +3.5% |
| 30D | +10.4% | -2.0% | +12.5% | +10.5% |
| 3M | -31.6% | +60.3% | -91.9% | -34.6% |
| 6M | -45.1% | +0.7% | -45.9% | -47.0% |
| YTD | -65.1% | +30.2% | -95.3% | -66.0% |
| 1Y | -72.0% | +44.4% | -116.4% | -72.5% |
| All | -72.0% | +38.7% | -110.7% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling