+324.0%
TTD vs FND
+68.8%
+255.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.4% | +4.0% |
| 7D | +20.8% | -4.4% | +25.2% | +23.7% |
| 30D | +33.8% | +14.5% | +19.3% | +24.9% |
| 3M | +17.8% | -15.6% | +33.4% | +27.2% |
| 6M | -25.7% | +4.7% | -30.5% | -30.3% |
| YTD | -57.9% | -16.1% | -41.8% | -56.7% |
| 1Y | -63.8% | -16.0% | -47.8% | -63.1% |
| 3Y | -75.0% | -35.5% | -39.6% | -73.3% |
| 5Y | -82.5% | -60.5% | -22.0% | -76.2% |
| All | +324.0% | +68.8% | +255.2% | +192.2% |
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