-69.7%
TTD vs GWW
+29.7%
-99.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -7.4% | -3.1% | -4.3% | -7.6% |
| 30D | +3.0% | -2.3% | +5.4% | +2.9% |
| 3M | -27.6% | -3.3% | -24.3% | -28.0% |
| 6M | -49.5% | +15.4% | -64.9% | -50.1% |
| YTD | -63.2% | +26.7% | -89.9% | -64.2% |
| 1Y | -69.7% | +29.0% | -98.7% | -71.4% |
| All | -69.7% | +29.7% | -99.4% | -71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling