+379.4%
TTD vs ITW
+187.8%
+191.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.0% |
| 7D | +6.3% | -3.6% | +9.9% | +9.1% |
| 30D | -23.9% | -9.1% | -14.7% | -18.7% |
| 3M | -31.4% | +8.2% | -39.6% | -35.6% |
| 6M | -42.7% | -4.8% | -37.9% | -41.4% |
| YTD | -62.0% | +11.0% | -73.0% | -65.7% |
| 1Y | -72.2% | +4.2% | -76.5% | -73.8% |
| 3Y | -81.9% | +17.3% | -99.2% | -84.7% |
| 5Y | -81.5% | +33.0% | -114.5% | -85.6% |
| All | +379.4% | +187.8% | +191.6% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling