+379.4%
TTD vs GWW
+607.6%
-228.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.8% |
| 7D | +6.3% | +1.4% | +4.9% | +5.6% |
| 30D | -23.9% | +3.3% | -27.2% | -25.1% |
| 3M | -31.4% | +2.9% | -34.3% | -32.7% |
| 6M | -42.7% | +15.8% | -58.5% | -47.3% |
| YTD | -62.0% | +32.0% | -94.0% | -67.5% |
| 1Y | -72.2% | +29.9% | -102.1% | -76.1% |
| 3Y | -81.9% | +91.1% | -173.0% | -87.4% |
| 5Y | -81.5% | +223.9% | -305.5% | -90.0% |
| All | +379.4% | +607.6% | -228.2% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling