-25.7%
TTD vs FTV
+11.2%
-36.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +20.8% | -0.7% | +21.4% | +20.7% |
| 30D | +33.8% | +18.3% | +15.5% | +28.2% |
| 3M | +17.8% | +10.2% | +7.6% | +14.6% |
| 6M | -25.7% | +12.8% | -38.6% | -28.4% |
| All | -25.7% | +11.2% | -36.9% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling