+550.5%
TTD vs FIS
-54.6%
+605.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -1.4% | +16.8% | +16.4% |
| 7D | +19.0% | -29.4% | +48.4% | +43.9% |
| 30D | +23.6% | -16.7% | +40.3% | +32.8% |
| 3M | +8.2% | -33.0% | +41.2% | +35.4% |
| 6M | -35.3% | -33.3% | -2.0% | -18.7% |
| YTD | -60.7% | -56.0% | -4.7% | -34.3% |
| 1Y | -65.3% | -54.6% | -10.7% | -43.3% |
| 3Y | -80.6% | -40.6% | -39.9% | -74.9% |
| 5Y | -84.6% | -71.9% | -12.7% | -66.2% |
| 10Y | +550.5% | -55.3% | +605.9% | +871.0% |
| All | +550.5% | -54.6% | +605.2% | +871.0% |
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