-83.4%
TTD vs FRSH
-46.4%
-37.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -0.6% | -6.6% | +6.0% | +2.7% |
| 30D | +6.3% | +2.1% | +4.2% | +5.1% |
| 3M | -24.1% | +29.0% | -53.1% | -33.2% |
| 6M | -47.4% | +48.6% | -96.1% | -56.5% |
| YTD | -62.2% | -2.9% | -59.3% | -62.6% |
| 1Y | -68.3% | -7.9% | -60.4% | -68.0% |
| 3Y | -83.4% | -46.5% | -36.9% | -79.8% |
| All | -83.4% | -46.4% | -37.0% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling