+364.9%
TTD vs WBD
+16.8%
+348.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -88.1% | +10.9% | -99.0% | -89.2% |
| 7D | -88.1% | +10.9% | -99.0% | -89.2% |
| 30D | -88.1% | +10.9% | -99.0% | -89.2% |
| 3M | -88.1% | +10.9% | -99.0% | -89.2% |
| 6M | -88.1% | +10.9% | -99.0% | -89.2% |
| YTD | -88.1% | +10.9% | -99.0% | -89.2% |
| 1Y | -88.1% | +10.9% | -99.0% | -89.2% |
| 3Y | -88.1% | +10.9% | -99.0% | -89.2% |
| 5Y | -82.3% | +18.4% | -100.6% | -84.2% |
| All | +364.9% | +16.8% | +348.1% | +280.9% |
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