+412.3%
TTD vs WEC
+163.5%
+248.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +19.9% | +1.4% | +18.5% | +19.8% |
| 30D | +27.6% | +12.8% | +14.9% | +26.5% |
| 3M | +15.2% | +11.2% | +3.9% | +14.3% |
| 6M | -33.2% | +6.6% | -39.8% | -33.5% |
| YTD | -59.4% | +13.8% | -73.2% | -59.9% |
| 1Y | -64.4% | +7.6% | -72.0% | -64.6% |
| 3Y | -75.9% | +62.2% | -138.1% | -77.5% |
| 5Y | -82.6% | +52.0% | -134.6% | -83.7% |
| 10Y | +558.1% | +189.4% | +368.8% | +422.3% |
| All | +412.3% | +163.5% | +248.7% | +350.2% |
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