-82.3%
TTD vs FIX
+782.4%
-864.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.6% |
| 7D | +6.3% | +6.0% | +0.3% | +5.4% |
| 30D | -23.9% | -7.2% | -16.6% | -23.2% |
| 3M | -31.4% | -15.9% | -15.5% | -30.3% |
| 6M | -42.7% | +12.7% | -55.4% | -46.3% |
| YTD | -62.0% | +72.8% | -134.8% | -68.5% |
| 1Y | -72.2% | +122.9% | -195.1% | -79.2% |
| All | -82.3% | +782.4% | -864.7% | -92.0% |
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 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