+361.1%
TTD vs FITB
+271.1%
+90.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | +3.7% | -5.1% | +8.8% | +6.2% |
| 3M | -30.2% | +3.5% | -33.8% | -31.4% |
| 6M | -51.4% | +17.2% | -68.6% | -55.2% |
| YTD | -63.4% | +17.6% | -81.1% | -66.6% |
| 1Y | -73.5% | +23.4% | -96.9% | -76.5% |
| 3Y | -83.5% | +129.7% | -213.2% | -89.2% |
| 5Y | -80.9% | +68.4% | -149.4% | -85.6% |
| All | +361.1% | +271.1% | +90.0% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling