-84.0%
TTD vs W
+38.0%
-122.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.6% | +5.9% | -10.5% | -6.0% |
| 30D | +3.7% | -3.0% | +6.7% | +4.2% |
| 3M | -30.2% | +40.3% | -70.6% | -37.4% |
| 6M | -51.4% | +32.2% | -83.6% | -56.2% |
| YTD | -63.4% | -0.3% | -63.1% | -64.9% |
| 1Y | -73.5% | +16.2% | -89.7% | -76.3% |
| All | -84.0% | +38.0% | -122.0% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling