-74.8%
TTD vs TW
+41.7%
-116.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | +20.8% | +2.8% | +17.9% | +19.8% |
| 30D | +33.8% | +18.1% | +15.8% | +27.5% |
| 3M | +17.8% | +25.2% | -7.4% | +10.2% |
| 6M | -25.7% | +19.1% | -44.9% | -29.6% |
| YTD | -57.9% | +21.9% | -79.8% | -60.4% |
| 1Y | -63.8% | +18.9% | -82.8% | -65.8% |
| All | -74.8% | +41.7% | -116.6% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling