-73.5%
TTD vs WAB
+47.7%
-121.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.4% |
| 7D | -4.6% | +0.2% | -4.8% | -4.5% |
| 30D | +3.7% | -4.6% | +8.2% | +2.3% |
| 3M | -30.2% | +5.6% | -35.9% | -28.5% |
| 6M | -51.4% | +13.8% | -65.2% | -49.6% |
| YTD | -63.4% | +31.9% | -95.3% | -64.0% |
| 1Y | -73.5% | +48.3% | -121.8% | -74.9% |
| All | -73.5% | +47.7% | -121.2% | -74.9% |
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