-79.9%
TTD vs WTW
+42.0%
-121.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | -0.6% | -5.7% | +5.1% | +2.7% |
| 30D | +6.3% | -7.3% | +13.6% | +10.8% |
| 3M | -24.1% | +21.5% | -45.6% | -33.0% |
| 6M | -47.4% | +9.6% | -57.1% | -50.9% |
| YTD | -62.2% | -3.3% | -58.9% | -62.5% |
| 1Y | -68.3% | -6.1% | -62.2% | -68.0% |
| 3Y | -83.4% | +61.8% | -145.3% | -90.5% |
| All | -79.9% | +42.0% | -121.9% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling