-69.7%
TTD vs FND
-45.8%
-23.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -7.4% | -5.1% | -2.3% | -6.9% |
| 30D | +3.0% | -22.5% | +25.6% | +6.0% |
| 3M | -27.6% | -5.0% | -22.6% | -27.7% |
| 6M | -49.5% | -21.5% | -28.0% | -48.5% |
| YTD | -63.2% | -23.0% | -40.2% | -61.6% |
| 1Y | -69.7% | -44.9% | -24.8% | -69.9% |
| All | -69.7% | -45.8% | -23.9% | -69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling