-83.3%
TTD vs WWD
+164.2%
-247.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.2% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | +1.6% | -6.4% | +8.0% | +3.5% |
| 3M | -27.8% | -5.6% | -22.2% | -27.4% |
| 6M | -52.1% | -9.1% | -43.0% | -51.8% |
| YTD | -63.1% | +12.5% | -75.6% | -66.8% |
| 1Y | -73.1% | +41.3% | -114.4% | -79.0% |
| 3Y | -83.3% | +170.2% | -253.5% | -91.0% |
| All | -83.3% | +164.2% | -247.4% | -91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling