-72.2%
TTD vs WBD
+135.8%
-208.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | +6.3% | -1.8% | +8.1% | +6.4% |
| 30D | -23.9% | +8.8% | -32.7% | -24.0% |
| 3M | -31.4% | +4.6% | -36.0% | -31.4% |
| 6M | -42.7% | +1.1% | -43.7% | -42.6% |
| YTD | -62.0% | -2.0% | -60.0% | -62.0% |
| 1Y | -72.2% | +140.0% | -212.2% | -70.4% |
| All | -72.2% | +135.8% | -208.0% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 1y: compounded portfolio wealth divided by compounded WBD 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…
1y analysis · Full analysis span regression · 6 months rolling