+365.8%
TTD vs WTW
+197.1%
+168.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.1% |
| 7D | +1.7% | -2.7% | +4.5% | +3.6% |
| 30D | +1.6% | -5.6% | +7.2% | +5.2% |
| 3M | -27.8% | +26.5% | -54.3% | -38.3% |
| 6M | -52.1% | +8.1% | -60.3% | -55.0% |
| YTD | -63.1% | -0.3% | -62.8% | -64.0% |
| 1Y | -73.1% | -0.9% | -72.2% | -73.8% |
| 3Y | -83.3% | +66.6% | -149.9% | -89.5% |
| 5Y | -80.6% | +54.0% | -134.6% | -86.8% |
| All | +365.8% | +197.1% | +168.7% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling