+379.4%
TTD vs WAT
+163.2%
+216.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +6.3% | -1.3% | +7.6% | +7.1% |
| 30D | -23.9% | +2.3% | -26.2% | -25.0% |
| 3M | -31.4% | +8.7% | -40.1% | -34.7% |
| 6M | -42.7% | +28.3% | -71.0% | -50.9% |
| YTD | -62.0% | +7.8% | -69.8% | -64.5% |
| 1Y | -72.2% | +36.6% | -108.8% | -77.5% |
| 3Y | -81.9% | +45.7% | -127.6% | -87.2% |
| 5Y | -81.5% | -3.3% | -78.2% | -83.0% |
| All | +379.4% | +163.2% | +216.2% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling