-64.4%
TTD vs FITB
+30.6%
-95.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | +19.9% | +0.5% | +19.4% | +19.8% |
| 30D | +27.6% | +7.0% | +20.6% | +25.8% |
| 3M | +15.2% | -4.4% | +19.5% | +15.4% |
| 6M | -33.2% | +11.6% | -44.7% | -33.6% |
| YTD | -59.4% | +18.6% | -78.0% | -60.7% |
| 1Y | -64.4% | +29.8% | -94.2% | -67.2% |
| All | -64.4% | +30.6% | -95.0% | -67.2% |
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