+508.5%
TTD vs WM
+330.8%
+177.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +21.3% | +3.2% | +18.1% | +19.4% |
| 30D | +28.7% | +13.0% | +15.7% | +21.0% |
| 3M | +7.7% | +9.2% | -1.5% | +2.9% |
| 6M | -23.5% | +13.6% | -37.1% | -28.5% |
| YTD | -58.7% | +12.4% | -71.1% | -61.3% |
| 1Y | -63.4% | +21.2% | -84.6% | -67.1% |
| 3Y | -75.3% | +48.7% | -124.0% | -81.0% |
| 5Y | -84.4% | +61.9% | -146.3% | -88.7% |
| All | +508.5% | +330.8% | +177.7% | +154.4% |
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