+527.9%
TTD vs HWM
+1,554.5%
-1,026.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.4% | +2.8% |
| 7D | +20.8% | +5.0% | +15.8% | +18.8% |
| 30D | +33.8% | +1.5% | +32.3% | +32.5% |
| 3M | +17.8% | -20.3% | +38.2% | +27.2% |
| 6M | -25.7% | -18.0% | -7.7% | -21.2% |
| YTD | -57.9% | +9.5% | -67.4% | -61.2% |
| 1Y | -63.8% | +7.5% | -71.3% | -66.5% |
| 3Y | -75.0% | +355.7% | -430.7% | -87.8% |
| 5Y | -82.5% | +610.2% | -692.7% | -92.8% |
| 10Y | +527.9% | +1,516.8% | -988.9% | +80.4% |
| All | +527.9% | +1,554.5% | -1,026.6% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling