-75.3%
TTD vs HWM
+348.7%
-424.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +21.3% | +7.3% | +14.0% | +19.3% |
| 30D | +28.7% | +1.6% | +27.2% | +27.9% |
| 3M | +7.7% | -21.9% | +29.6% | +13.9% |
| 6M | -23.5% | -19.0% | -4.4% | -20.0% |
| YTD | -58.7% | +7.9% | -66.6% | -61.9% |
| 1Y | -63.4% | +9.9% | -73.4% | -66.6% |
| 3Y | -75.3% | +342.1% | -417.4% | -87.8% |
| All | -75.3% | +348.7% | -424.0% | -87.8% |
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