+361.1%
TTD vs FTI
+310.7%
+50.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.6% | -2.3% | -2.3% | -4.0% |
| 30D | +3.7% | +5.0% | -1.4% | +2.3% |
| 3M | -30.2% | +13.8% | -44.1% | -33.1% |
| 6M | -51.4% | +22.9% | -74.3% | -54.7% |
| YTD | -63.4% | +75.0% | -138.4% | -69.3% |
| 1Y | -73.5% | +96.9% | -170.4% | -78.6% |
| 3Y | -83.5% | +276.7% | -360.2% | -89.0% |
| 5Y | -80.9% | +1,157.0% | -1,238.0% | -91.4% |
| All | +361.1% | +310.7% | +50.4% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling