+365.8%
TTD vs WING
+370.7%
-4.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.9% |
| 7D | +1.7% | -0.1% | +1.9% | +1.8% |
| 30D | +1.6% | -6.0% | +7.6% | +3.4% |
| 3M | -27.8% | -23.5% | -4.4% | -21.1% |
| 6M | -52.1% | -52.0% | -0.1% | -36.9% |
| YTD | -63.1% | -53.8% | -9.3% | -52.2% |
| 1Y | -73.1% | -63.8% | -9.3% | -61.7% |
| 3Y | -83.3% | -30.8% | -52.5% | -84.5% |
| 5Y | -80.6% | -34.3% | -46.3% | -83.0% |
| All | +365.8% | +370.7% | -4.9% | +188.0% |
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