-83.8%
TTD vs FND
-49.7%
-34.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -1.5% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | +1.6% | -23.6% | +25.2% | +9.7% |
| 3M | -27.8% | +4.3% | -32.2% | -30.1% |
| 6M | -52.1% | -20.3% | -31.8% | -49.6% |
| YTD | -63.1% | -21.3% | -41.8% | -61.3% |
| 1Y | -73.1% | -45.4% | -27.7% | -67.9% |
| All | -83.8% | -49.7% | -34.1% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling