+329.6%
TTD vs WAT
+194.2%
+135.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | +5.2% | -1.1% | +6.3% | +5.8% |
| 30D | +6.9% | +5.0% | +2.0% | +4.4% |
| 3M | -26.8% | +14.5% | -41.3% | -32.0% |
| 6M | -46.1% | +30.9% | -77.1% | -53.7% |
| YTD | -65.9% | +20.5% | -86.4% | -70.0% |
| 1Y | -71.8% | +23.3% | -95.1% | -75.5% |
| 3Y | -83.3% | +81.5% | -164.8% | -89.6% |
| 5Y | -81.1% | +33.4% | -114.5% | -85.5% |
| 10Y | +441.7% | +231.5% | +210.2% | +167.1% |
| All | +329.6% | +194.2% | +135.4% | +110.9% |
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