-85.1%
TTD vs NWSA
+18.8%
-103.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | -1.3% |
| 7D | +21.3% | +2.2% | +19.1% | +18.7% |
| 30D | +28.7% | -8.8% | +37.5% | +39.4% |
| 3M | +7.7% | -6.5% | +14.2% | +13.6% |
| 6M | -23.5% | +1.5% | -25.0% | -25.4% |
| YTD | -58.7% | +4.0% | -62.7% | -61.2% |
| 1Y | -63.4% | +3.4% | -66.9% | -65.5% |
| 3Y | -75.3% | +34.8% | -110.1% | -83.2% |
| All | -85.1% | +18.8% | -103.9% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling