+309.1%
TTD vs FND
+70.0%
+239.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +5.1% |
| 7D | +19.9% | +6.8% | +13.1% | +15.8% |
| 30D | +27.6% | +13.1% | +14.6% | +19.9% |
| 3M | +15.2% | -13.1% | +28.2% | +22.5% |
| 6M | -33.2% | -0.6% | -32.6% | -35.5% |
| YTD | -59.4% | -15.5% | -43.9% | -58.4% |
| 1Y | -64.4% | -13.7% | -50.7% | -64.2% |
| 3Y | -75.9% | -35.0% | -40.9% | -74.4% |
| 5Y | -82.6% | -60.1% | -22.5% | -76.4% |
| All | +309.1% | +70.0% | +239.1% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling