-75.9%
TTD vs FTI
+209.3%
-285.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | +19.9% | -3.3% | +23.2% | +20.9% |
| 30D | +27.6% | -7.2% | +34.9% | +29.4% |
| 3M | +15.2% | -12.9% | +28.0% | +18.6% |
| 6M | -33.2% | -7.9% | -25.3% | -33.0% |
| YTD | -59.4% | +45.2% | -104.5% | -66.4% |
| 1Y | -64.4% | +48.1% | -112.4% | -70.8% |
| 3Y | -75.9% | +205.0% | -280.9% | -85.2% |
| All | -75.9% | +209.3% | -285.2% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling