-83.3%
TTD vs WING
-19.7%
-63.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +5.2% | +9.0% | -3.8% | +3.0% |
| 30D | +6.9% | +39.9% | -33.0% | -1.6% |
| 3M | -26.8% | +40.4% | -67.2% | -33.3% |
| 6M | -46.1% | +12.9% | -59.0% | -48.6% |
| YTD | -65.9% | -31.1% | -34.9% | -64.2% |
| 1Y | -71.8% | -32.7% | -39.1% | -70.2% |
| 3Y | -83.3% | -19.8% | -63.5% | -81.1% |
| All | -83.3% | -19.7% | -63.6% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling