-75.4%
TTD vs FGI
-70.0%
-5.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +19.9% | -4.1% | +24.0% | +20.1% |
| 30D | +27.6% | -3.4% | +31.0% | +27.8% |
| 3M | +15.2% | +61.8% | -46.6% | +9.6% |
| 6M | -33.2% | +17.0% | -50.2% | -35.9% |
| YTD | -59.4% | +31.4% | -90.8% | -61.9% |
| 1Y | -64.4% | +42.7% | -107.0% | -67.0% |
| 3Y | -75.9% | -0.1% | -75.8% | -78.8% |
| All | -75.4% | -70.0% | -5.4% | -76.5% |
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 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