-83.3%
TTD vs WM
+47.1%
-130.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | +5.2% | +1.2% | +4.0% | +4.9% |
| 30D | +6.9% | +13.1% | -6.1% | +4.7% |
| 3M | -26.8% | +3.6% | -30.4% | -27.5% |
| 6M | -46.1% | +8.1% | -54.2% | -46.9% |
| YTD | -65.9% | +8.9% | -74.8% | -66.3% |
| 1Y | -71.8% | +20.3% | -92.2% | -72.3% |
| 3Y | -83.3% | +46.2% | -129.5% | -81.9% |
| All | -83.3% | +47.1% | -130.4% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling