-73.1%
TTD vs SW
+25.8%
-98.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | -1.9% | +4.7% | -6.6% | -2.3% |
| 30D | +7.5% | +5.0% | +2.5% | +6.9% |
| 3M | -32.4% | -7.3% | -25.1% | -32.1% |
| 6M | -47.9% | +15.0% | -62.9% | -48.4% |
| YTD | -66.3% | +18.5% | -84.8% | -66.9% |
| 1Y | -73.1% | +27.1% | -100.3% | -73.9% |
| All | -73.1% | +25.8% | -98.9% | -73.9% |
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