+379.4%
TTD vs FTV
+86.5%
+292.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.6% |
| 7D | +6.3% | -4.5% | +10.8% | +10.1% |
| 30D | -23.9% | -7.1% | -16.8% | -19.8% |
| 3M | -31.4% | -7.2% | -24.2% | -28.1% |
| 6M | -42.7% | -1.5% | -41.2% | -43.1% |
| YTD | -62.0% | +3.5% | -65.5% | -64.3% |
| 1Y | -72.2% | +20.3% | -92.6% | -77.2% |
| 3Y | -81.9% | -3.1% | -78.8% | -82.4% |
| 5Y | -81.5% | +2.3% | -83.9% | -82.7% |
| All | +379.4% | +86.5% | +292.9% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling