-80.6%
TTD vs BWA
+88.6%
-169.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.1% |
| 7D | +1.7% | +4.3% | -2.5% | +0.1% |
| 30D | +1.6% | -2.9% | +4.5% | +2.4% |
| 3M | -27.8% | -12.4% | -15.4% | -24.8% |
| 6M | -52.1% | +28.6% | -80.7% | -59.3% |
| YTD | -63.1% | +48.2% | -111.3% | -72.1% |
| 1Y | -73.1% | +50.9% | -124.0% | -80.0% |
| 3Y | -83.3% | +72.2% | -155.4% | -89.1% |
| 5Y | -80.6% | +91.1% | -171.7% | -89.4% |
| All | -80.6% | +88.6% | -169.2% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling