-72.2%
TTD vs FITB
+23.7%
-95.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +6.3% | +0.6% | +5.7% | +6.2% |
| 30D | -23.9% | -4.7% | -19.2% | -23.5% |
| 3M | -31.4% | +6.7% | -38.1% | -31.5% |
| 6M | -42.7% | +12.6% | -55.2% | -43.3% |
| YTD | -62.0% | +19.1% | -81.1% | -62.7% |
| 1Y | -72.2% | +22.6% | -94.8% | -74.1% |
| All | -72.2% | +23.7% | -95.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling