+454.3%
TTD vs SW
+189.7%
+264.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.3% |
| 7D | +3.7% | +12.1% | -8.4% | +2.0% |
| 30D | +10.4% | +6.6% | +3.9% | +9.4% |
| 3M | -31.6% | -6.0% | -25.6% | -31.1% |
| 6M | -45.1% | +21.5% | -66.6% | -46.9% |
| YTD | -65.1% | +20.3% | -85.5% | -66.5% |
| 1Y | -72.0% | +28.1% | -100.1% | -73.3% |
| 3Y | -83.3% | +51.6% | -134.9% | -84.5% |
| 5Y | -81.7% | -0.1% | -81.6% | -82.9% |
| 10Y | +454.3% | +189.7% | +264.5% | +374.5% |
| All | +454.3% | +189.7% | +264.5% | +374.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling