-85.4%
TTD vs WEC
+51.2%
-136.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.8% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +6.9% | +12.3% | -5.4% | +7.6% |
| 3M | -26.8% | +8.3% | -35.1% | -26.5% |
| 6M | -46.1% | +3.5% | -49.6% | -46.0% |
| YTD | -65.9% | +12.7% | -78.7% | -65.9% |
| 1Y | -71.8% | +8.2% | -80.0% | -71.8% |
| 3Y | -83.3% | +55.9% | -139.2% | -83.9% |
| All | -85.4% | +51.2% | -136.7% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling