-72.2%
TTD vs W
+25.7%
-97.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -4.7% |
| 7D | +6.3% | -4.2% | +10.5% | +6.8% |
| 30D | -23.9% | -7.6% | -16.3% | -23.3% |
| 3M | -31.4% | +37.2% | -68.5% | -33.9% |
| 6M | -42.7% | +26.3% | -69.0% | -44.7% |
| YTD | -62.0% | -1.0% | -61.0% | -63.5% |
| 1Y | -72.2% | +20.1% | -92.3% | -72.4% |
| All | -72.2% | +25.7% | -97.9% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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