-72.2%
TTD vs WAB
+48.2%
-120.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.2% |
| 7D | +6.3% | -3.2% | +9.5% | +5.4% |
| 30D | -23.9% | -4.4% | -19.5% | -24.9% |
| 3M | -31.4% | +7.9% | -39.2% | -29.3% |
| 6M | -42.7% | +8.7% | -51.4% | -40.8% |
| YTD | -62.0% | +33.0% | -95.0% | -62.4% |
| 1Y | -72.2% | +46.7% | -118.9% | -73.4% |
| All | -72.2% | +48.2% | -120.4% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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