-72.0%
TTD vs WWD
+27.2%
-99.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +2.7% |
| 7D | +3.7% | +7.3% | -3.7% | +4.3% |
| 30D | +10.4% | -2.0% | +12.4% | +10.1% |
| 3M | -31.6% | -12.6% | -19.0% | -32.4% |
| 6M | -45.1% | -8.4% | -36.7% | -45.5% |
| YTD | -65.1% | +8.2% | -73.4% | -65.3% |
| 1Y | -72.0% | +26.5% | -98.5% | -72.8% |
| All | -72.0% | +27.2% | -99.2% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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