+379.4%
TTD vs FIS
-34.7%
+414.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.7% |
| 7D | +6.3% | +1.1% | +5.3% | +5.6% |
| 30D | -23.9% | -2.2% | -21.7% | -22.5% |
| 3M | -31.4% | +2.1% | -33.5% | -32.4% |
| 6M | -42.7% | -14.7% | -28.0% | -36.0% |
| YTD | -62.0% | -35.7% | -26.3% | -48.4% |
| 1Y | -72.2% | -37.1% | -35.1% | -61.8% |
| 3Y | -81.9% | -20.0% | -61.9% | -80.0% |
| 5Y | -81.5% | -62.1% | -19.4% | -64.8% |
| All | +379.4% | -34.7% | +414.1% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling