+550.5%
TTD vs HWM
+1,636.6%
-1,086.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.1% | +10.4% | +13.5% |
| 7D | +19.0% | +1.6% | +17.4% | +18.3% |
| 30D | +23.6% | -3.9% | +27.5% | +25.0% |
| 3M | +8.2% | -23.2% | +31.4% | +18.4% |
| 6M | -35.3% | -20.0% | -15.3% | -30.8% |
| YTD | -60.7% | +5.7% | -66.4% | -63.3% |
| 1Y | -65.3% | +4.9% | -70.1% | -67.6% |
| 3Y | -80.6% | +347.0% | -427.6% | -90.5% |
| 5Y | -84.6% | +563.0% | -647.6% | -93.5% |
| 10Y | +550.5% | +1,579.2% | -1,028.6% | +70.5% |
| All | +550.5% | +1,636.6% | -1,086.1% | +70.5% |
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