-75.3%
TTD vs FGI
-66.3%
-9.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -3.5% |
| 7D | +20.8% | +13.5% | +7.3% | +20.0% |
| 30D | +27.1% | +17.1% | +10.0% | +26.1% |
| 3M | +14.7% | +78.0% | -63.3% | +8.7% |
| 6M | -26.8% | +46.4% | -73.3% | -30.5% |
| YTD | -59.2% | +47.7% | -107.0% | -62.0% |
| 1Y | -64.7% | +56.8% | -121.5% | -67.5% |
| 3Y | -75.8% | +12.3% | -88.1% | -78.8% |
| All | -75.3% | -66.3% | -9.0% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling