-80.6%
TTD vs FTI
+1,110.9%
-1,191.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.3% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | +1.6% | +12.3% | -10.7% | -1.6% |
| 3M | -27.8% | +13.8% | -41.6% | -30.8% |
| 6M | -52.1% | +24.3% | -76.4% | -55.5% |
| YTD | -63.1% | +75.8% | -138.8% | -69.2% |
| 1Y | -73.1% | +99.6% | -172.7% | -78.5% |
| 3Y | -83.3% | +278.4% | -361.7% | -89.1% |
| 5Y | -80.6% | +1,168.7% | -1,249.3% | -91.3% |
| All | -80.6% | +1,110.9% | -1,191.5% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling