+379.4%
TTD vs WING
+369.6%
+9.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | +6.3% | -3.9% | +10.2% | +8.0% |
| 30D | -23.9% | -11.6% | -12.3% | -20.5% |
| 3M | -31.4% | -24.2% | -7.2% | -24.6% |
| 6M | -42.7% | -54.1% | +11.4% | -23.1% |
| YTD | -62.0% | -53.9% | -8.1% | -50.7% |
| 1Y | -72.2% | -64.4% | -7.9% | -60.2% |
| 3Y | -81.9% | -30.2% | -51.7% | -83.3% |
| 5Y | -81.5% | -34.1% | -47.4% | -83.8% |
| All | +379.4% | +369.6% | +9.8% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling