-82.9%
TTD vs HWM
+440.4%
-523.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | +6.3% | -2.1% | +8.4% | +6.8% |
| 30D | -23.9% | -11.0% | -12.9% | -21.4% |
| 3M | -31.4% | +4.0% | -35.4% | -32.5% |
| 6M | -42.7% | -0.2% | -42.4% | -43.4% |
| YTD | -62.0% | +26.7% | -88.6% | -66.3% |
| 1Y | -72.2% | +44.7% | -116.9% | -77.0% |
| All | -82.9% | +440.4% | -523.3% | -92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling