-72.2%
TTD vs SW
+1.0%
-73.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.5% |
| 7D | +6.3% | -5.1% | +11.4% | +6.9% |
| 30D | -23.9% | -4.6% | -19.3% | -23.5% |
| 3M | -31.4% | +9.4% | -40.8% | -31.9% |
| 6M | -42.7% | +3.5% | -46.2% | -42.6% |
| YTD | -62.0% | +22.0% | -84.0% | -63.1% |
| 1Y | -72.2% | +2.2% | -74.4% | -73.4% |
| All | -72.2% | +1.0% | -73.2% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling