-64.7%
TTD vs HWM
+7.2%
-71.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +20.8% | +11.1% | +9.6% | +21.8% |
| 30D | +27.1% | +3.0% | +24.2% | +26.5% |
| 3M | +14.7% | -20.7% | +35.4% | +8.5% |
| 6M | -26.8% | -17.2% | -9.6% | -29.8% |
| YTD | -59.2% | +9.1% | -68.3% | -59.7% |
| 1Y | -64.7% | +9.0% | -73.7% | -65.2% |
| All | -64.7% | +7.2% | -71.9% | -65.2% |
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