-83.3%
TTD vs FIX
+448.6%
-531.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.3% |
| 7D | +5.2% | -17.5% | +22.7% | +7.1% |
| 30D | +6.9% | -41.6% | +48.5% | +13.2% |
| 3M | -26.8% | -40.6% | +13.8% | -23.0% |
| 6M | -46.1% | -49.4% | +3.2% | -42.5% |
| YTD | -65.9% | +9.2% | -75.1% | -70.4% |
| 1Y | -71.8% | +6.5% | -78.3% | -75.5% |
| 3Y | -83.3% | +448.7% | -532.0% | -92.7% |
| All | -83.3% | +448.6% | -531.9% | -92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling