+558.1%
TTD vs WAT
+228.2%
+330.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | +19.9% | +3.4% | +16.5% | +18.1% |
| 30D | +27.6% | +9.6% | +18.0% | +22.0% |
| 3M | +15.2% | +15.5% | -0.3% | +6.9% |
| 6M | -33.2% | +33.9% | -67.1% | -43.3% |
| YTD | -59.4% | +25.2% | -84.6% | -64.9% |
| 1Y | -64.4% | +26.3% | -90.6% | -69.4% |
| 3Y | -75.9% | +85.8% | -161.7% | -85.2% |
| 5Y | -82.6% | +35.3% | -117.9% | -86.8% |
| 10Y | +558.1% | +231.8% | +326.3% | +186.6% |
| All | +558.1% | +228.2% | +330.0% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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