+379.4%
TTD vs W
+131.7%
+247.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -5.3% |
| 7D | +6.3% | -4.2% | +10.5% | +7.8% |
| 30D | -23.9% | -7.6% | -16.3% | -22.1% |
| 3M | -31.4% | +37.2% | -68.5% | -40.9% |
| 6M | -42.7% | +26.3% | -69.0% | -50.0% |
| YTD | -62.0% | -1.0% | -61.0% | -64.4% |
| 1Y | -72.2% | +20.1% | -92.3% | -76.7% |
| 3Y | -81.9% | +37.8% | -119.7% | -87.6% |
| 5Y | -81.5% | -63.7% | -17.9% | -82.7% |
| All | +379.4% | +131.7% | +247.7% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling