-83.3%
TTD vs WAT
+74.7%
-158.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +5.2% | -1.1% | +6.3% | +5.5% |
| 30D | +6.9% | +5.0% | +2.0% | +5.8% |
| 3M | -26.8% | +14.5% | -41.3% | -29.2% |
| 6M | -46.1% | +30.9% | -77.1% | -49.7% |
| YTD | -65.9% | +20.5% | -86.4% | -67.6% |
| 1Y | -71.8% | +23.3% | -95.1% | -73.4% |
| 3Y | -83.3% | +81.5% | -164.8% | -85.6% |
| All | -83.3% | +74.7% | -158.0% | -85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling