-72.2%
TTD vs BWA
+59.1%
-131.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.1% | -3.9% |
| 7D | +6.3% | +5.7% | +0.7% | +7.4% |
| 30D | -23.9% | +1.4% | -25.3% | -23.5% |
| 3M | -31.4% | -12.1% | -19.3% | -31.6% |
| 6M | -42.7% | +28.6% | -71.2% | -41.5% |
| YTD | -62.0% | +51.1% | -113.1% | -62.8% |
| 1Y | -72.2% | +55.9% | -128.1% | -73.1% |
| All | -72.2% | +59.1% | -131.3% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling