-73.5%
TTD vs FIS
-42.9%
-30.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +1.6% |
| 7D | -4.6% | -9.1% | +4.5% | +2.3% |
| 30D | +3.7% | -10.4% | +14.1% | +12.6% |
| 3M | -30.2% | -3.7% | -26.5% | -28.4% |
| 6M | -51.4% | -24.8% | -26.6% | -40.9% |
| YTD | -63.4% | -41.6% | -21.9% | -47.2% |
| 1Y | -73.5% | -42.7% | -30.8% | -60.7% |
| All | -73.5% | -42.9% | -30.6% | -60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling