-80.9%
TTD vs FND
-61.3%
-19.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -4.6% | -0.8% | -3.8% | -4.2% |
| 30D | +3.7% | -19.6% | +23.2% | +16.5% |
| 3M | -30.2% | -4.3% | -25.9% | -30.9% |
| 6M | -51.4% | -20.4% | -31.0% | -47.3% |
| YTD | -63.4% | -21.9% | -41.6% | -60.6% |
| 1Y | -73.5% | -45.2% | -28.3% | -64.9% |
| 3Y | -83.5% | -49.2% | -34.2% | -80.1% |
| 5Y | -80.9% | -61.8% | -19.1% | -70.2% |
| All | -80.9% | -61.3% | -19.7% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling