-69.1%
TTD vs ITW
+3.7%
-72.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | -7.4% | -2.4% | -5.0% | -7.4% |
| 30D | +3.0% | -9.5% | +12.6% | +3.2% |
| 3M | -27.6% | +6.6% | -34.2% | -26.8% |
| 6M | -49.5% | -1.8% | -47.7% | -49.2% |
| YTD | -63.2% | +9.0% | -72.2% | -64.0% |
| All | -69.1% | +3.7% | -72.8% | -69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling