-72.0%
TTD vs TW
+20.8%
-92.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +3.7% | +6.0% | -2.3% | +2.1% |
| 30D | +10.4% | +18.6% | -8.1% | +5.4% |
| 3M | -31.6% | +26.5% | -58.1% | -35.9% |
| 6M | -45.1% | +13.1% | -58.2% | -47.1% |
| YTD | -65.1% | +18.5% | -83.7% | -66.3% |
| 1Y | -72.0% | +21.7% | -93.7% | -72.5% |
| All | -72.0% | +20.8% | -92.8% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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