-72.0%
TTD vs WEC
+9.7%
-81.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.5% | +3.8% |
| 7D | +3.7% | +6.9% | -3.2% | +6.4% |
| 30D | +10.4% | +16.6% | -6.2% | +18.5% |
| 3M | -31.6% | +9.1% | -40.6% | -29.5% |
| 6M | -45.1% | +3.2% | -48.3% | -45.2% |
| YTD | -65.1% | +14.9% | -80.0% | -61.8% |
| 1Y | -72.0% | +9.2% | -81.2% | -70.7% |
| All | -72.0% | +9.7% | -81.7% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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