+270.7%
TTD vs FND
+54.9%
+215.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -7.4% | -5.1% | -2.3% | -5.0% |
| 30D | +3.0% | -22.5% | +25.6% | +16.7% |
| 3M | -27.6% | -5.0% | -22.6% | -27.8% |
| 6M | -49.5% | -21.5% | -28.0% | -45.3% |
| YTD | -63.2% | -23.0% | -40.2% | -60.3% |
| 1Y | -69.7% | -44.9% | -24.8% | -61.6% |
| 3Y | -83.3% | -50.0% | -33.4% | -79.6% |
| 5Y | -80.8% | -63.3% | -17.5% | -72.6% |
| All | +270.7% | +54.9% | +215.7% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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