+527.9%
TTD vs FTV
+107.5%
+420.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.4% |
| 7D | +20.8% | -0.7% | +21.4% | +21.7% |
| 30D | +33.8% | +18.3% | +15.5% | +17.7% |
| 3M | +17.8% | +10.2% | +7.6% | +9.1% |
| 6M | -25.7% | +12.8% | -38.6% | -33.3% |
| YTD | -57.9% | +23.4% | -81.3% | -65.6% |
| 1Y | -63.8% | +31.4% | -95.3% | -72.0% |
| 3Y | -75.0% | +38.7% | -113.7% | -81.8% |
| 5Y | -82.5% | +18.6% | -101.1% | -85.5% |
| 10Y | +527.9% | +110.1% | +417.8% | +228.9% |
| All | +527.9% | +107.5% | +420.4% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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