+527.9%
TTD vs FIX
+3,814.3%
-3,286.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.4% | +2.3% |
| 7D | +20.8% | +6.4% | +14.3% | +18.8% |
| 30D | +33.8% | -29.1% | +62.9% | +44.8% |
| 3M | +17.8% | -31.1% | +49.0% | +27.2% |
| 6M | -25.7% | -42.8% | +17.1% | -17.3% |
| YTD | -57.9% | +24.6% | -82.5% | -64.9% |
| 1Y | -63.8% | +21.9% | -85.8% | -69.9% |
| 3Y | -75.0% | +524.9% | -600.0% | -89.9% |
| 5Y | -82.5% | +1,092.2% | -1,174.8% | -94.5% |
| 10Y | +527.9% | +3,759.0% | -3,231.1% | +25.6% |
| All | +527.9% | +3,814.3% | -3,286.4% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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