-83.9%
TTD vs WTW
+61.8%
-145.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -7.4% | -7.8% | +0.4% | -6.3% |
| 30D | +3.0% | -7.9% | +10.9% | +4.3% |
| 3M | -27.6% | +19.9% | -47.5% | -30.0% |
| 6M | -49.5% | +9.8% | -59.3% | -50.9% |
| YTD | -63.2% | -3.3% | -59.9% | -64.1% |
| 1Y | -69.7% | -3.3% | -66.4% | -70.4% |
| All | -83.9% | +61.8% | -145.6% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling