-63.4%
TTD vs FGI
+17.8%
-81.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -25.2% | +26.5% | +2.5% |
| 7D | +21.3% | -14.4% | +35.7% | +21.8% |
| 30D | +28.7% | -11.8% | +40.5% | +29.1% |
| 3M | +7.7% | -46.2% | +53.9% | +10.1% |
| 6M | -23.5% | +5.2% | -28.7% | -26.3% |
| YTD | -58.7% | +10.5% | -69.2% | -59.5% |
| 1Y | -63.4% | +25.5% | -88.9% | -64.7% |
| All | -63.4% | +17.8% | -81.2% | -64.7% |
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