+414.0%
TTD vs WAB
+324.6%
+89.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | +20.8% | +7.9% | +12.9% | +16.6% |
| 30D | +27.1% | +4.9% | +22.2% | +24.3% |
| 3M | +14.7% | +1.8% | +12.9% | +13.3% |
| 6M | -26.8% | +12.0% | -38.8% | -32.1% |
| YTD | -59.2% | +41.3% | -100.5% | -67.3% |
| 1Y | -64.7% | +43.8% | -108.5% | -72.0% |
| 3Y | -75.8% | +171.1% | -246.9% | -86.7% |
| 5Y | -84.6% | +217.7% | -302.3% | -92.1% |
| 10Y | +507.9% | +272.3% | +235.5% | +148.9% |
| All | +414.0% | +324.6% | +89.4% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling