-82.9%
TTD vs FITB
+132.2%
-215.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +6.3% | +0.6% | +5.7% | +6.1% |
| 30D | -23.9% | -4.7% | -19.2% | -22.2% |
| 3M | -31.4% | +6.7% | -38.1% | -33.5% |
| 6M | -42.7% | +12.6% | -55.2% | -46.2% |
| YTD | -62.0% | +19.1% | -81.1% | -65.6% |
| 1Y | -72.2% | +22.6% | -94.8% | -75.4% |
| All | -82.9% | +132.2% | -215.1% | -89.5% |
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