+412.3%
TTD vs FIS
-55.4%
+467.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +19.9% | -27.4% | +47.3% | +42.4% |
| 30D | +27.6% | -16.8% | +44.5% | +37.3% |
| 3M | +15.2% | -32.6% | +47.8% | +43.7% |
| 6M | -33.2% | -33.4% | +0.2% | -15.9% |
| YTD | -59.4% | -56.0% | -3.3% | -32.0% |
| 1Y | -64.4% | -55.1% | -9.3% | -41.2% |
| 3Y | -75.9% | -41.4% | -34.5% | -68.5% |
| 5Y | -82.6% | -72.7% | -9.9% | -60.6% |
| 10Y | +558.1% | -55.5% | +613.6% | +807.8% |
| All | +412.3% | -55.4% | +467.6% | +642.6% |
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