-68.3%
TTD vs WTW
-3.2%
-65.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | -0.6% | -5.7% | +5.1% | +0.9% |
| 30D | +6.3% | -7.3% | +13.6% | +8.3% |
| 3M | -24.1% | +21.5% | -45.6% | -28.9% |
| 6M | -47.4% | +9.6% | -57.1% | -50.4% |
| YTD | -62.2% | -3.3% | -58.9% | -63.9% |
| 1Y | -68.3% | -6.1% | -62.2% | -68.4% |
| All | -68.3% | -3.2% | -65.1% | -68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling