-82.3%
TTD vs SW
+19.6%
-101.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.6% |
| 7D | +6.3% | -5.1% | +11.4% | +7.5% |
| 30D | -23.9% | -4.6% | -19.3% | -23.3% |
| 3M | -31.4% | +9.4% | -40.8% | -33.0% |
| 6M | -42.7% | +3.5% | -46.2% | -43.6% |
| YTD | -62.0% | +22.0% | -84.0% | -64.3% |
| 1Y | -72.2% | +2.2% | -74.4% | -72.8% |
| All | -82.3% | +19.6% | -101.9% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling