+361.1%
TTD vs WAB
+296.3%
+64.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | +3.7% | -4.6% | +8.2% | +5.9% |
| 3M | -30.2% | +5.6% | -35.9% | -33.0% |
| 6M | -51.4% | +13.8% | -65.2% | -55.8% |
| YTD | -63.4% | +31.9% | -95.3% | -69.6% |
| 1Y | -73.5% | +48.3% | -121.8% | -79.5% |
| 3Y | -83.5% | +167.1% | -250.6% | -90.9% |
| 5Y | -80.9% | +222.9% | -303.8% | -90.2% |
| All | +361.1% | +296.3% | +64.9% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling