+379.4%
TTD vs SW
+147.8%
+231.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.6% |
| 7D | +6.3% | -5.1% | +11.4% | +7.1% |
| 30D | -23.9% | -4.6% | -19.3% | -23.5% |
| 3M | -31.4% | +9.4% | -40.8% | -32.5% |
| 6M | -42.7% | +3.5% | -46.2% | -43.4% |
| YTD | -62.0% | +22.0% | -84.0% | -63.5% |
| 1Y | -72.2% | +2.2% | -74.4% | -72.7% |
| 3Y | -81.9% | +19.6% | -101.5% | -82.9% |
| 5Y | -81.5% | -2.3% | -79.2% | -82.7% |
| All | +379.4% | +147.8% | +231.6% | +289.0% |
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