+414.0%
TTD vs WCN
+321.1%
+92.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.9% |
| 7D | +20.8% | +1.2% | +19.6% | +19.7% |
| 30D | +27.1% | +26.4% | +0.7% | +5.8% |
| 3M | +14.7% | +17.5% | -2.8% | +1.0% |
| 6M | -26.8% | +28.7% | -55.6% | -40.4% |
| YTD | -59.2% | +11.5% | -70.8% | -63.2% |
| 1Y | -64.7% | +15.9% | -80.5% | -69.2% |
| 3Y | -75.8% | +51.6% | -127.4% | -83.9% |
| 5Y | -84.6% | +47.9% | -132.5% | -89.6% |
| 10Y | +507.9% | +322.5% | +185.4% | +63.7% |
| All | +414.0% | +321.1% | +92.9% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling