-81.5%
TTD vs FRSH
-72.6%
-9.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.9% |
| 7D | -7.4% | -11.2% | +3.7% | -1.2% |
| 30D | +3.0% | -0.8% | +3.9% | +3.3% |
| 3M | -27.6% | +26.4% | -54.0% | -36.8% |
| 6M | -49.5% | +48.4% | -97.9% | -59.6% |
| YTD | -63.2% | -3.1% | -60.1% | -63.6% |
| 1Y | -69.7% | -8.7% | -61.0% | -69.3% |
| 3Y | -83.3% | -45.8% | -37.5% | -78.8% |
| All | -81.5% | -72.6% | -9.0% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling