-75.3%
TTD vs ITW
+33.4%
-108.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +21.3% | +2.3% | +18.9% | +20.1% |
| 30D | +28.7% | +6.7% | +22.0% | +25.1% |
| 3M | +7.7% | -0.5% | +8.2% | +8.0% |
| 6M | -23.5% | +16.4% | -39.9% | -29.0% |
| YTD | -58.7% | +19.0% | -77.6% | -63.3% |
| 1Y | -63.4% | +20.2% | -83.6% | -67.9% |
| 3Y | -75.3% | +33.1% | -108.4% | -80.1% |
| All | -75.3% | +33.4% | -108.7% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling