+376.4%
TTD vs KWEB
-24.2%
+400.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.3% |
| 7D | -0.6% | -5.6% | +4.9% | +2.8% |
| 30D | +6.3% | -10.7% | +17.0% | +13.3% |
| 3M | -24.1% | -7.4% | -16.7% | -21.1% |
| 6M | -47.4% | -19.3% | -28.1% | -41.3% |
| YTD | -62.2% | -27.8% | -34.5% | -55.1% |
| 1Y | -68.3% | -35.9% | -32.4% | -59.6% |
| 3Y | -83.4% | -1.9% | -81.5% | -85.1% |
| 5Y | -80.3% | -43.2% | -37.1% | -75.6% |
| All | +376.4% | -24.2% | +400.6% | +439.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling