-84.6%
TTD vs WAB
+216.2%
-300.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.1% | +10.3% | +12.1% |
| 7D | +19.0% | +4.0% | +15.0% | +16.3% |
| 30D | +23.6% | +4.5% | +19.1% | +20.2% |
| 3M | +8.2% | +2.3% | +5.9% | +6.0% |
| 6M | -35.3% | +12.5% | -47.8% | -41.9% |
| YTD | -60.7% | +40.2% | -100.9% | -71.6% |
| 1Y | -65.3% | +45.2% | -110.5% | -75.8% |
| 3Y | -80.6% | +171.8% | -252.4% | -93.4% |
| 5Y | -84.6% | +217.6% | -302.2% | -95.6% |
| All | -84.6% | +216.2% | -300.8% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling