+558.1%
TTD vs FIVE
+562.8%
-4.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +19.9% | +7.3% | +12.6% | +16.7% |
| 30D | +27.6% | +18.1% | +9.6% | +19.5% |
| 3M | +15.2% | +7.7% | +7.4% | +11.1% |
| 6M | -33.2% | +13.6% | -46.8% | -38.3% |
| YTD | -59.4% | +34.6% | -94.0% | -65.5% |
| 1Y | -64.4% | +66.2% | -130.6% | -72.5% |
| 3Y | -75.9% | +43.5% | -119.4% | -82.4% |
| 5Y | -82.6% | +20.7% | -103.3% | -86.5% |
| 10Y | +558.1% | +541.5% | +16.7% | +279.4% |
| All | +558.1% | +562.8% | -4.6% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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