+365.8%
TTD vs W
+132.9%
+232.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.0% |
| 7D | +1.7% | +6.5% | -4.7% | -0.6% |
| 30D | +1.6% | -6.2% | +7.8% | +3.6% |
| 3M | -27.8% | +48.9% | -76.7% | -39.7% |
| 6M | -52.1% | +31.2% | -83.3% | -58.8% |
| YTD | -63.1% | -0.4% | -62.6% | -65.5% |
| 1Y | -73.1% | +14.8% | -87.9% | -77.0% |
| 3Y | -83.3% | +40.5% | -123.8% | -88.6% |
| 5Y | -80.6% | -62.1% | -18.5% | -82.1% |
| All | +365.8% | +132.9% | +232.9% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling