+508.5%
TTD vs FIX
+3,564.5%
-3,056.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.7% |
| 7D | +21.3% | +9.4% | +11.8% | +18.6% |
| 30D | +28.7% | -27.8% | +56.5% | +38.6% |
| 3M | +7.7% | -35.6% | +43.2% | +18.4% |
| 6M | -23.5% | -45.2% | +21.7% | -13.8% |
| YTD | -58.7% | +19.5% | -78.2% | -65.2% |
| 1Y | -63.4% | +24.2% | -87.7% | -69.8% |
| 3Y | -75.3% | +494.2% | -569.5% | -89.8% |
| 5Y | -84.4% | +1,036.1% | -1,120.5% | -95.1% |
| All | +508.5% | +3,564.5% | -3,056.1% | +24.6% |
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