+550.5%
TTD vs WM
+337.2%
+213.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.1% | +15.3% | +15.4% |
| 7D | +19.0% | -0.5% | +19.4% | +19.2% |
| 30D | +23.6% | +13.3% | +10.3% | +15.9% |
| 3M | +8.2% | +4.4% | +3.8% | +5.7% |
| 6M | -35.3% | +10.8% | -46.1% | -38.8% |
| YTD | -60.7% | +9.1% | -69.7% | -62.6% |
| 1Y | -65.3% | +19.1% | -84.4% | -68.6% |
| 3Y | -80.6% | +45.7% | -126.2% | -84.9% |
| 5Y | -84.6% | +60.4% | -145.1% | -88.9% |
| 10Y | +550.5% | +328.7% | +221.8% | +143.8% |
| All | +550.5% | +337.2% | +213.3% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling