-82.3%
TTD vs FGI
-4.4%
-77.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.5% | -11.9% | -4.7% |
| 7D | +6.3% | +0.5% | +5.8% | +6.3% |
| 30D | -23.9% | +65.4% | -89.3% | -26.8% |
| 3M | -31.4% | +23.5% | -54.9% | -33.5% |
| 6M | -42.7% | +60.5% | -103.2% | -45.6% |
| YTD | -62.0% | +30.0% | -92.0% | -63.7% |
| 1Y | -72.2% | +82.1% | -154.3% | -74.4% |
| All | -82.3% | -4.4% | -77.9% | -83.7% |
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 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