+412.3%
TTD vs HWM
+1,165.4%
-753.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | 0.0% |
| 7D | +5.2% | +3.3% | +1.9% | +3.7% |
| 30D | +6.9% | -7.6% | +14.6% | +9.5% |
| 3M | -26.8% | -28.9% | +2.1% | -17.4% |
| 6M | -46.1% | -19.7% | -26.5% | -42.7% |
| YTD | -65.9% | +0.5% | -66.5% | -67.7% |
| 1Y | -71.8% | +0.3% | -72.1% | -73.3% |
| 3Y | -83.3% | +325.8% | -409.2% | -91.7% |
| 5Y | -81.1% | +524.7% | -605.9% | -91.9% |
| 10Y | +441.7% | +1,491.8% | -1,050.1% | +32.8% |
| All | +412.3% | +1,165.4% | -753.1% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling