-80.9%
TTD vs GWW
+221.1%
-302.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | +3.7% | -1.4% | +5.1% | +4.3% |
| 3M | -30.2% | -3.6% | -26.6% | -29.3% |
| 6M | -51.4% | +15.1% | -66.5% | -56.1% |
| YTD | -63.4% | +27.5% | -90.9% | -69.3% |
| 1Y | -73.5% | +29.6% | -103.1% | -78.1% |
| 3Y | -83.5% | +90.1% | -173.5% | -90.0% |
| 5Y | -80.9% | +222.6% | -303.5% | -92.0% |
| All | -80.9% | +221.1% | -302.0% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling