+376.4%
TTD vs FISV
+3.3%
+373.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | -0.9% |
| 7D | -0.6% | -2.7% | +2.1% | +1.0% |
| 30D | +6.3% | 0.0% | +6.3% | +6.2% |
| 3M | -24.1% | -2.8% | -21.3% | -22.9% |
| 6M | -47.4% | -11.8% | -35.6% | -43.1% |
| YTD | -62.2% | -23.2% | -39.0% | -55.4% |
| 1Y | -68.3% | -62.0% | -6.3% | -47.7% |
| 3Y | -83.4% | -57.6% | -25.8% | -79.0% |
| 5Y | -80.3% | -53.4% | -26.9% | -77.5% |
| All | +376.4% | +3.3% | +373.1% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling