-75.3%
TTD vs GWW
+93.2%
-168.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +1.7% |
| 7D | +21.3% | +3.6% | +17.7% | +19.9% |
| 30D | +28.7% | +12.1% | +16.6% | +24.0% |
| 3M | +7.7% | +12.9% | -5.2% | +3.4% |
| 6M | -23.5% | +19.3% | -42.8% | -28.4% |
| YTD | -58.7% | +48.7% | -107.4% | -65.3% |
| 1Y | -63.4% | +60.5% | -123.9% | -70.6% |
| 3Y | -75.3% | +93.3% | -168.6% | -82.2% |
| All | -75.3% | +93.2% | -168.5% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling