-83.5%
TTD vs FGI
+2.3%
-85.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | -1.9% | -11.6% | +9.7% | -1.4% |
| 30D | +7.5% | -3.3% | +10.8% | +7.5% |
| 3M | -32.4% | +65.6% | -98.0% | -35.1% |
| 6M | -47.9% | -2.8% | -45.2% | -49.4% |
| YTD | -66.3% | +30.1% | -96.4% | -67.8% |
| 1Y | -73.1% | +50.2% | -123.3% | -74.7% |
| All | -83.5% | +2.3% | -85.8% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling