+500.3%
TTD vs WING
+620.6%
-120.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -1.4% |
| 7D | +20.8% | -3.9% | +24.7% | +22.9% |
| 30D | +27.1% | +26.6% | +0.5% | +14.6% |
| 3M | +14.7% | +42.5% | -27.8% | -3.3% |
| 6M | -26.8% | +29.4% | -56.2% | -36.9% |
| YTD | -59.2% | -32.8% | -26.5% | -55.5% |
| 1Y | -64.7% | -33.5% | -31.2% | -61.4% |
| 3Y | -75.8% | -23.4% | -52.5% | -78.1% |
| 5Y | -84.6% | -0.4% | -84.1% | -88.8% |
| All | +500.3% | +620.6% | -120.3% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling