-82.9%
TTD vs FIS
-18.3%
-64.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.8% |
| 7D | +6.3% | +1.1% | +5.3% | +5.7% |
| 30D | -23.9% | -2.2% | -21.7% | -22.7% |
| 3M | -31.4% | +2.1% | -33.5% | -32.2% |
| 6M | -42.7% | -14.7% | -28.0% | -37.2% |
| YTD | -62.0% | -35.7% | -26.3% | -51.3% |
| 1Y | -72.2% | -37.1% | -35.1% | -64.0% |
| All | -82.9% | -18.3% | -64.5% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling