-26.8%
TTD vs FIVE
+18.7%
-45.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.2% |
| 7D | +20.8% | +2.4% | +18.3% | +20.7% |
| 30D | +27.1% | +15.8% | +11.3% | +29.7% |
| 3M | +14.7% | +3.8% | +10.9% | +14.7% |
| 6M | -26.8% | +18.5% | -45.4% | -25.3% |
| All | -26.8% | +18.7% | -45.6% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling