+455.5%
TTD vs HWM
+1,323.5%
-868.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.7% | +7.9% | +1.3% |
| 7D | +1.7% | -9.2% | +10.9% | +5.4% |
| 30D | +1.6% | -17.9% | +19.5% | +9.1% |
| 3M | -27.8% | -6.0% | -21.8% | -26.8% |
| 6M | -52.1% | -7.4% | -44.8% | -51.9% |
| YTD | -63.1% | +13.1% | -76.2% | -66.2% |
| 1Y | -73.1% | +29.3% | -102.4% | -76.9% |
| 3Y | -83.3% | +389.9% | -473.2% | -92.1% |
| 5Y | -80.6% | +655.5% | -736.1% | -92.2% |
| All | +455.5% | +1,323.5% | -868.1% | +40.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling