-80.6%
TTD vs FITB
+136.2%
-216.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.5% | +13.0% | +14.2% |
| 7D | +19.0% | -1.1% | +20.1% | +19.7% |
| 30D | +23.6% | +7.3% | +16.2% | +19.7% |
| 3M | +8.2% | -4.0% | +12.2% | +10.3% |
| 6M | -35.3% | +11.9% | -47.2% | -38.7% |
| YTD | -60.7% | +19.0% | -79.7% | -64.5% |
| 1Y | -65.3% | +31.0% | -96.3% | -70.4% |
| 3Y | -80.6% | +143.8% | -224.3% | -89.1% |
| All | -80.6% | +136.2% | -216.7% | -89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling