+379.4%
TTD vs BWA
+158.8%
+220.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.1% | -5.5% |
| 7D | +6.3% | +5.7% | +0.7% | +3.9% |
| 30D | -23.9% | +1.4% | -25.3% | -25.0% |
| 3M | -31.4% | -12.1% | -19.3% | -28.7% |
| 6M | -42.7% | +28.6% | -71.2% | -50.9% |
| YTD | -62.0% | +51.1% | -113.1% | -70.7% |
| 1Y | -72.2% | +55.9% | -128.1% | -79.1% |
| 3Y | -81.9% | +70.1% | -152.1% | -87.5% |
| 5Y | -81.5% | +90.7% | -172.2% | -88.2% |
| All | +379.4% | +158.8% | +220.6% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling