+430.9%
TTD vs BWA
+96.4%
+334.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.0% |
| 7D | +20.8% | +1.7% | +19.1% | +20.1% |
| 30D | +33.8% | -14.6% | +48.4% | +42.7% |
| 3M | +17.8% | -26.2% | +44.1% | +32.6% |
| 6M | -25.7% | -18.4% | -7.3% | -22.0% |
| YTD | -57.9% | +14.7% | -72.6% | -63.8% |
| 1Y | -63.8% | +13.3% | -77.2% | -68.8% |
| 3Y | -75.0% | +64.7% | -139.7% | -82.9% |
| 5Y | -82.5% | +32.2% | -114.7% | -86.9% |
| 10Y | +527.9% | +96.8% | +431.1% | +243.9% |
| All | +430.9% | +96.4% | +334.4% | +187.7% |
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