-84.0%
TTD vs TW
+20.8%
-104.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | +3.7% | -0.6% | +4.3% | +3.8% |
| 3M | -30.2% | +3.4% | -33.6% | -31.0% |
| 6M | -51.4% | -18.4% | -33.0% | -48.8% |
| YTD | -63.4% | -3.9% | -59.5% | -63.1% |
| 1Y | -73.5% | -13.3% | -60.2% | -72.5% |
| All | -84.0% | +20.8% | -104.8% | -83.1% |
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