+558.1%
TTD vs W
+228.8%
+329.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.7% | +7.0% | +4.6% |
| 7D | +19.9% | +1.1% | +18.8% | +19.3% |
| 30D | +27.6% | +6.4% | +21.2% | +24.7% |
| 3M | +15.2% | +9.0% | +6.2% | +10.9% |
| 6M | -33.2% | +69.8% | -103.0% | -47.3% |
| YTD | -59.4% | +12.1% | -71.4% | -63.7% |
| 1Y | -64.4% | 0.0% | -64.4% | -67.0% |
| 3Y | -75.9% | +160.3% | -236.3% | -87.0% |
| 5Y | -82.6% | -53.3% | -29.3% | -85.1% |
| 10Y | +558.1% | +217.0% | +341.2% | +334.4% |
| All | +558.1% | +228.8% | +329.3% | +334.4% |
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