-25.7%
TTD vs WING
+30.0%
-55.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.0% |
| 7D | +20.8% | -0.5% | +21.3% | +20.8% |
| 30D | +33.8% | +32.3% | +1.5% | +27.0% |
| 3M | +17.8% | +50.2% | -32.3% | +8.9% |
| 6M | -25.7% | +31.7% | -57.4% | -34.1% |
| All | -25.7% | +30.0% | -55.7% | -34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling