-72.0%
TTD vs FRSH
+21.1%
-93.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.3% | +9.2% | +6.0% |
| 7D | +3.7% | -13.8% | +17.5% | +11.4% |
| 30D | +10.4% | +0.3% | +10.1% | +9.7% |
| 3M | -31.6% | +10.1% | -41.7% | -35.8% |
| 6M | -45.1% | +47.7% | -92.8% | -55.5% |
| YTD | -65.1% | +8.2% | -73.4% | -69.1% |
| 1Y | -72.0% | +21.4% | -93.4% | -75.8% |
| All | -72.0% | +21.1% | -93.1% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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