+364.1%
TTD vs WBD
+16.1%
+348.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -7.4% | -0.6% | -6.8% | -7.2% |
| 30D | +3.0% | +4.2% | -1.2% | +1.7% |
| 3M | -27.6% | +7.5% | -35.1% | -29.5% |
| 6M | -49.5% | +1.6% | -51.1% | -49.9% |
| YTD | -63.2% | -2.2% | -61.0% | -63.0% |
| 1Y | -69.7% | +124.9% | -194.6% | -77.5% |
| 3Y | -83.3% | +149.1% | -232.5% | -88.7% |
| 5Y | -80.8% | +7.8% | -88.6% | -83.9% |
| All | +364.1% | +16.1% | +348.0% | +254.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling