+550.5%
TTD vs W
+268.4%
+282.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.6% | +10.9% | +13.8% |
| 7D | +19.0% | +3.3% | +15.7% | +17.5% |
| 30D | +23.6% | +10.5% | +13.1% | +19.2% |
| 3M | +8.2% | +9.6% | -1.4% | +4.0% |
| 6M | -35.3% | +76.4% | -111.7% | -49.6% |
| YTD | -60.7% | +16.4% | -77.1% | -65.3% |
| 1Y | -65.3% | +9.3% | -74.6% | -68.9% |
| 3Y | -80.6% | +172.8% | -253.4% | -89.7% |
| 5Y | -84.6% | -53.4% | -31.3% | -86.8% |
| 10Y | +550.5% | +243.6% | +306.9% | +327.3% |
| All | +550.5% | +268.4% | +282.1% | +327.3% |
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