+329.6%
TTD vs WEC
+161.0%
+168.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +6.9% | +12.3% | -5.4% | +6.0% |
| 3M | -26.8% | +8.3% | -35.1% | -27.3% |
| 6M | -46.1% | +3.5% | -49.6% | -46.3% |
| YTD | -65.9% | +12.7% | -78.7% | -66.4% |
| 1Y | -71.8% | +8.2% | -80.0% | -72.1% |
| 3Y | -83.3% | +55.9% | -139.2% | -84.3% |
| 5Y | -81.1% | +51.2% | -132.4% | -82.3% |
| 10Y | +441.7% | +177.6% | +264.1% | +331.1% |
| All | +329.6% | +161.0% | +168.6% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling