-83.3%
TTD vs WAB
+168.6%
-251.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +1.7% | +1.7% | +0.1% | +1.2% |
| 30D | +1.6% | -2.4% | +4.0% | +2.3% |
| 3M | -27.8% | +9.7% | -37.5% | -30.7% |
| 6M | -52.1% | +16.5% | -68.6% | -56.0% |
| YTD | -63.1% | +33.7% | -96.8% | -69.1% |
| 1Y | -73.1% | +49.7% | -122.7% | -79.2% |
| 3Y | -83.3% | +170.9% | -254.2% | -91.3% |
| All | -83.3% | +168.6% | -251.9% | -91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling