-80.6%
TTD vs NWSA
+40.6%
-121.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -0.9% |
| 7D | +1.7% | -2.6% | +4.4% | +4.7% |
| 30D | +1.6% | +4.6% | -3.0% | -2.9% |
| 3M | -27.8% | +10.2% | -38.0% | -34.2% |
| 6M | -52.1% | +21.6% | -73.7% | -60.7% |
| YTD | -63.1% | +14.6% | -77.7% | -68.0% |
| 1Y | -73.1% | +0.4% | -73.4% | -73.5% |
| 3Y | -83.3% | +45.0% | -128.3% | -89.0% |
| 5Y | -80.6% | +41.3% | -121.9% | -88.3% |
| All | -80.6% | +40.6% | -121.3% | -88.3% |
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