-85.4%
TTD vs WING
+4.1%
-89.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | +5.2% | +9.0% | -3.8% | +1.6% |
| 30D | +6.9% | +39.9% | -33.0% | -6.8% |
| 3M | -26.8% | +40.4% | -67.2% | -37.4% |
| 6M | -46.1% | +12.9% | -59.0% | -50.5% |
| YTD | -65.9% | -31.1% | -34.9% | -63.1% |
| 1Y | -71.8% | -32.7% | -39.1% | -69.3% |
| 3Y | -83.3% | -19.8% | -63.5% | -86.1% |
| All | -85.4% | +4.1% | -89.5% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling