+361.1%
TTD vs FIS
-40.6%
+401.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +1.4% |
| 7D | -4.6% | -9.1% | +4.5% | +1.9% |
| 30D | +3.7% | -10.4% | +14.1% | +12.1% |
| 3M | -30.2% | -3.7% | -26.5% | -28.4% |
| 6M | -51.4% | -24.8% | -26.6% | -40.8% |
| YTD | -63.4% | -41.6% | -21.9% | -46.9% |
| 1Y | -73.5% | -42.7% | -30.8% | -61.1% |
| 3Y | -83.5% | -26.2% | -57.2% | -80.6% |
| 5Y | -80.9% | -66.1% | -14.8% | -60.5% |
| All | +361.1% | -40.6% | +401.8% | +479.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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