-85.4%
TTD vs FIS
-71.2%
-14.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.2% | +2.1% |
| 7D | +5.2% | -25.5% | +30.7% | +19.1% |
| 30D | +6.9% | -15.1% | +22.0% | +11.9% |
| 3M | -26.8% | -32.1% | +5.3% | -12.6% |
| 6M | -46.1% | -36.1% | -10.1% | -33.6% |
| YTD | -65.9% | -55.4% | -10.5% | -48.7% |
| 1Y | -71.8% | -53.9% | -17.9% | -58.4% |
| 3Y | -83.3% | -39.8% | -43.6% | -79.3% |
| All | -85.4% | -71.2% | -14.2% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling