+365.8%
TTD vs KWEB
-21.9%
+387.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.3% |
| 7D | +1.7% | -1.3% | +3.0% | +2.4% |
| 30D | +1.6% | -11.5% | +13.1% | +8.7% |
| 3M | -27.8% | -2.9% | -24.9% | -27.0% |
| 6M | -52.1% | -14.6% | -37.5% | -48.3% |
| YTD | -63.1% | -25.5% | -37.5% | -56.9% |
| 1Y | -73.1% | -31.1% | -42.0% | -67.1% |
| 3Y | -83.3% | +3.0% | -86.3% | -85.4% |
| 5Y | -80.6% | -42.6% | -38.0% | -76.1% |
| All | +365.8% | -21.9% | +387.7% | +418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling