-73.5%
TTD vs WING
-63.4%
-10.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -4.6% | -2.3% | -2.3% | -4.3% |
| 30D | +3.7% | -5.6% | +9.3% | +4.5% |
| 3M | -30.2% | -22.9% | -7.3% | -27.5% |
| 6M | -51.4% | -50.4% | -1.0% | -47.2% |
| YTD | -63.4% | -53.3% | -10.1% | -60.8% |
| 1Y | -73.5% | -61.2% | -12.3% | -68.5% |
| All | -73.5% | -63.4% | -10.1% | -68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling