-64.4%
TTD vs FIX
+13.3%
-77.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.2% |
| 7D | +19.9% | -13.9% | +33.9% | +16.5% |
| 30D | +27.6% | -35.5% | +63.2% | +17.4% |
| 3M | +15.2% | -33.9% | +49.1% | +6.9% |
| 6M | -33.2% | -43.3% | +10.1% | -39.1% |
| YTD | -59.4% | +18.7% | -78.0% | -62.4% |
| 1Y | -64.4% | +13.8% | -78.1% | -67.0% |
| All | -64.4% | +13.3% | -77.7% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling