+364.1%
TTD vs GWRE
+139.9%
+224.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.7% |
| 7D | -7.4% | -30.9% | +23.5% | +17.5% |
| 30D | +3.0% | -20.7% | +23.7% | +17.7% |
| 3M | -27.6% | +20.2% | -47.7% | -41.5% |
| 6M | -49.5% | -11.9% | -37.6% | -50.0% |
| YTD | -63.2% | -30.3% | -32.9% | -56.9% |
| 1Y | -69.7% | -44.6% | -25.1% | -57.8% |
| 3Y | -83.3% | +48.8% | -132.1% | -91.5% |
| 5Y | -80.8% | +14.8% | -95.6% | -87.5% |
| All | +364.1% | +139.9% | +224.2% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling