-65.5%
TTD vs FGI
+45.3%
-110.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.9% | +13.6% | +15.4% |
| 7D | +19.0% | -1.4% | +20.3% | +19.0% |
| 30D | +23.6% | -3.2% | +26.8% | +23.7% |
| 3M | +8.2% | +64.1% | -55.9% | +3.3% |
| 6M | -35.3% | +17.2% | -52.5% | -37.9% |
| YTD | -60.7% | +31.6% | -92.2% | -61.7% |
| All | -65.5% | +45.3% | -110.8% | -67.0% |
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