-84.0%
TTD vs BWA
+67.1%
-151.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | +3.7% | -5.6% | +9.2% | +4.3% |
| 3M | -30.2% | -10.7% | -19.5% | -29.2% |
| 6M | -51.4% | +23.2% | -74.6% | -54.4% |
| YTD | -63.4% | +46.0% | -109.4% | -68.2% |
| 1Y | -73.5% | +51.2% | -124.7% | -77.3% |
| All | -84.0% | +67.1% | -151.1% | -87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling