+365.8%
TTD vs ITW
+186.3%
+179.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | +1.7% | -0.4% | +2.2% | +2.1% |
| 30D | +1.6% | -9.4% | +11.0% | +8.9% |
| 3M | -27.8% | +7.1% | -34.9% | -31.7% |
| 6M | -52.1% | -1.9% | -50.3% | -52.1% |
| YTD | -63.1% | +10.4% | -73.5% | -66.6% |
| 1Y | -73.1% | +3.3% | -76.4% | -74.5% |
| 3Y | -83.3% | +21.0% | -104.3% | -86.1% |
| 5Y | -80.6% | +36.3% | -116.9% | -85.1% |
| All | +365.8% | +186.3% | +179.5% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ITW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling