-80.8%
TTD vs TW
+19.6%
-100.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -7.4% | -2.7% | -4.7% | -5.8% |
| 30D | +3.0% | -1.7% | +4.8% | +3.9% |
| 3M | -27.6% | +1.6% | -29.2% | -29.1% |
| 6M | -49.5% | -17.7% | -31.8% | -43.5% |
| YTD | -63.2% | -4.3% | -58.8% | -63.1% |
| 1Y | -69.7% | -13.1% | -56.6% | -67.7% |
| 3Y | -83.3% | +20.3% | -103.6% | -88.0% |
| 5Y | -80.8% | +22.0% | -102.8% | -84.0% |
| All | -80.8% | +19.6% | -100.4% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling