-71.9%
TTD vs FRMI
-78.0%
+6.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -1.1% |
| 7D | -4.6% | +15.9% | -20.5% | -4.2% |
| 30D | +3.7% | -6.0% | +9.6% | +3.5% |
| 3M | -30.2% | -1.6% | -28.6% | -30.0% |
| 6M | -51.4% | -30.7% | -20.7% | -51.6% |
| YTD | -63.4% | -30.9% | -32.6% | -63.3% |
| All | -71.9% | -78.0% | +6.1% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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