-83.9%
TTD vs ITW
+18.9%
-102.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.4% |
| 7D | -7.4% | -2.4% | -5.0% | -6.3% |
| 30D | +3.0% | -9.5% | +12.6% | +8.1% |
| 3M | -27.6% | +6.6% | -34.2% | -30.1% |
| 6M | -49.5% | -1.8% | -47.7% | -49.3% |
| YTD | -63.2% | +9.0% | -72.2% | -66.0% |
| 1Y | -69.7% | +3.6% | -73.3% | -71.0% |
| All | -83.9% | +18.9% | -102.8% | -86.5% |
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