-64.4%
TTD vs BWA
+13.5%
-77.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.2% | +3.1% |
| 7D | +19.9% | -2.4% | +22.3% | +19.1% |
| 30D | +27.6% | -17.7% | +45.3% | +23.3% |
| 3M | +15.2% | -27.0% | +42.1% | +8.9% |
| 6M | -33.2% | -17.3% | -15.9% | -35.7% |
| YTD | -59.4% | +12.9% | -72.2% | -63.8% |
| 1Y | -64.4% | +12.9% | -77.3% | -67.8% |
| All | -64.4% | +13.5% | -77.8% | -67.8% |
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