+361.1%
TTD vs FTV
+82.8%
+278.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | 0.0% |
| 7D | -4.6% | -1.3% | -3.3% | -3.6% |
| 30D | +3.7% | -9.5% | +13.2% | +11.9% |
| 3M | -30.2% | -10.9% | -19.3% | -24.5% |
| 6M | -51.4% | -0.6% | -50.8% | -52.1% |
| YTD | -63.4% | +1.4% | -64.9% | -65.1% |
| 1Y | -73.5% | +17.6% | -91.1% | -77.9% |
| 3Y | -83.5% | -3.3% | -80.2% | -83.9% |
| 5Y | -80.9% | -0.1% | -80.8% | -81.8% |
| All | +361.1% | +82.8% | +278.4% | +229.2% |
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