-72.2%
TTD vs HWM
+48.6%
-120.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.5% |
| 7D | +6.3% | -2.1% | +8.4% | +5.8% |
| 30D | -23.9% | -11.0% | -12.9% | -26.0% |
| 3M | -31.4% | +4.0% | -35.4% | -30.0% |
| 6M | -42.7% | -0.2% | -42.4% | -41.8% |
| YTD | -62.0% | +26.7% | -88.6% | -60.7% |
| 1Y | -72.2% | +44.7% | -116.9% | -68.3% |
| All | -72.2% | +48.6% | -120.8% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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