+376.4%
TTD vs WTW
+188.2%
+188.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | -0.6% | -5.7% | +5.1% | +3.0% |
| 30D | +6.3% | -7.3% | +13.6% | +11.2% |
| 3M | -24.1% | +21.5% | -45.6% | -33.5% |
| 6M | -47.4% | +9.6% | -57.1% | -51.0% |
| YTD | -62.2% | -3.3% | -58.9% | -62.5% |
| 1Y | -68.3% | -6.1% | -62.2% | -68.1% |
| 3Y | -83.4% | +61.8% | -145.3% | -89.4% |
| 5Y | -80.3% | +42.7% | -123.0% | -85.9% |
| All | +376.4% | +188.2% | +188.2% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling