+550.5%
TTD vs FIX
+4,032.2%
-3,481.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +9.4% | +6.1% | +13.0% |
| 7D | +19.0% | -7.2% | +26.2% | +20.6% |
| 30D | +23.6% | -35.1% | +58.7% | +37.0% |
| 3M | +8.2% | -34.3% | +42.5% | +18.3% |
| 6M | -35.3% | -42.9% | +7.6% | -28.1% |
| YTD | -60.7% | +19.5% | -80.1% | -66.9% |
| 1Y | -65.3% | +16.8% | -82.1% | -70.8% |
| 3Y | -80.6% | +506.7% | -587.3% | -92.1% |
| 5Y | -84.6% | +1,046.7% | -1,131.3% | -95.2% |
| 10Y | +550.5% | +3,800.0% | -3,249.4% | +22.2% |
| All | +550.5% | +4,032.2% | -3,481.6% | +22.2% |
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