+508.5%
TTD vs BWA
+94.2%
+414.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +21.3% | +4.3% | +17.0% | +19.4% |
| 30D | +28.7% | -13.0% | +41.7% | +36.3% |
| 3M | +7.7% | -24.8% | +32.5% | +20.4% |
| 6M | -23.5% | -23.5% | 0.0% | -17.1% |
| YTD | -58.7% | +13.8% | -72.5% | -64.5% |
| 1Y | -63.4% | +13.4% | -76.9% | -68.5% |
| 3Y | -75.3% | +62.8% | -138.1% | -83.0% |
| 5Y | -84.4% | +28.5% | -112.8% | -88.2% |
| All | +508.5% | +94.2% | +414.2% | +240.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling