-72.2%
TTD vs FTI
+108.8%
-181.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | +6.3% | +5.3% | +1.1% | +7.3% |
| 30D | -23.9% | +15.3% | -39.2% | -21.9% |
| 3M | -31.4% | +15.8% | -47.1% | -29.4% |
| 6M | -42.7% | +22.6% | -65.2% | -40.0% |
| YTD | -62.0% | +79.5% | -141.5% | -59.5% |
| 1Y | -72.2% | +102.0% | -174.2% | -71.4% |
| All | -72.2% | +108.8% | -181.0% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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