-80.6%
TTD vs WCN
+30.9%
-111.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.2% |
| 7D | +1.7% | -0.4% | +2.2% | +2.1% |
| 30D | +1.6% | -2.1% | +3.7% | +3.1% |
| 3M | -27.8% | +6.4% | -34.2% | -31.1% |
| 6M | -52.1% | -3.7% | -48.4% | -51.2% |
| YTD | -63.1% | -6.4% | -56.7% | -61.7% |
| 1Y | -73.1% | -7.9% | -65.1% | -71.9% |
| 3Y | -83.3% | +20.8% | -104.1% | -86.8% |
| 5Y | -80.6% | +29.0% | -109.6% | -86.5% |
| All | -80.6% | +30.9% | -111.5% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling