+361.1%
TTD vs WAT
+160.3%
+200.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -4.6% | -1.8% | -2.8% | -3.7% |
| 30D | +3.7% | -1.7% | +5.3% | +4.5% |
| 3M | -30.2% | +9.1% | -39.3% | -33.7% |
| 6M | -51.4% | +32.4% | -83.8% | -59.0% |
| YTD | -63.4% | +6.6% | -70.0% | -65.7% |
| 1Y | -73.5% | +34.7% | -108.2% | -78.4% |
| 3Y | -83.5% | +53.6% | -137.0% | -88.7% |
| 5Y | -80.9% | -4.1% | -76.9% | -82.4% |
| All | +361.1% | +160.3% | +200.9% | +141.3% |
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