-80.6%
TTD vs FTV
+4.3%
-84.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.2% |
| 7D | +1.7% | -0.4% | +2.1% | +2.2% |
| 30D | +1.6% | -8.3% | +9.9% | +9.8% |
| 3M | -27.8% | -7.4% | -20.4% | -23.7% |
| 6M | -52.1% | -1.2% | -50.9% | -52.9% |
| YTD | -63.1% | +2.7% | -65.8% | -65.8% |
| 1Y | -73.1% | +18.4% | -91.5% | -78.9% |
| 3Y | -83.3% | -2.0% | -81.2% | -84.4% |
| 5Y | -80.6% | +3.4% | -84.0% | -85.4% |
| All | -80.6% | +4.3% | -84.9% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling