-72.0%
TTD vs GWRE
-24.5%
-47.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.1% | +0.7% |
| 7D | +3.7% | +2.2% | +1.5% | +2.7% |
| 30D | +10.4% | +4.5% | +5.9% | +8.4% |
| 3M | -31.6% | +6.4% | -38.0% | -35.3% |
| 6M | -45.1% | +18.8% | -63.9% | -51.1% |
| YTD | -65.1% | -15.1% | -50.0% | -68.0% |
| 1Y | -72.0% | -23.4% | -48.6% | -73.3% |
| All | -72.0% | -24.5% | -47.5% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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