-64.7%
TTD vs FITB
+29.2%
-93.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +20.8% | +0.8% | +19.9% | +20.5% |
| 30D | +27.1% | +7.3% | +19.8% | +25.3% |
| 3M | +14.7% | -6.3% | +21.0% | +15.4% |
| 6M | -26.8% | +12.6% | -39.4% | -27.2% |
| YTD | -59.2% | +18.0% | -77.2% | -60.6% |
| 1Y | -64.7% | +28.9% | -93.6% | -66.9% |
| All | -64.7% | +29.2% | -93.9% | -66.9% |
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