+508.5%
TTD vs GWW
+658.3%
-149.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +1.8% |
| 7D | +21.3% | +3.6% | +17.7% | +19.3% |
| 30D | +28.7% | +12.1% | +16.6% | +22.1% |
| 3M | +7.7% | +12.9% | -5.2% | +1.5% |
| 6M | -23.5% | +19.3% | -42.8% | -30.1% |
| YTD | -58.7% | +48.7% | -107.4% | -66.6% |
| 1Y | -63.4% | +60.5% | -123.9% | -71.6% |
| 3Y | -75.3% | +93.3% | -168.6% | -82.8% |
| 5Y | -84.4% | +219.0% | -303.3% | -91.5% |
| All | +508.5% | +658.3% | -149.8% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling