-68.3%
TTD vs TW
-14.2%
-54.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +2.9% |
| 7D | -0.6% | -4.5% | +3.9% | +0.6% |
| 30D | +6.3% | -2.3% | +8.6% | +6.8% |
| 3M | -24.1% | +2.6% | -26.7% | -24.5% |
| 6M | -47.4% | -17.5% | -29.9% | -45.3% |
| YTD | -62.2% | -5.3% | -56.9% | -61.2% |
| 1Y | -68.3% | -14.8% | -53.5% | -66.9% |
| All | -68.3% | -14.2% | -54.1% | -66.9% |
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