-79.9%
TTD vs WETO
-99.4%
+19.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.1% | +2.6% |
| 7D | -0.6% | -4.3% | +3.7% | -0.7% |
| 30D | +6.3% | -39.9% | +46.2% | +6.2% |
| 3M | -24.1% | -97.9% | +73.8% | -20.4% |
| 6M | -47.4% | -95.0% | +47.6% | -46.4% |
| YTD | -62.2% | -97.2% | +34.9% | -61.3% |
| 1Y | -68.3% | -98.9% | +30.6% | -67.6% |
| All | -79.9% | -99.4% | +19.5% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling