-83.5%
TTD vs WM
+50.2%
-133.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.3% | -3.4% |
| 7D | -1.9% | +4.5% | -6.4% | -2.7% |
| 30D | +7.5% | +16.1% | -8.6% | +4.8% |
| 3M | -32.4% | +8.0% | -40.5% | -33.5% |
| 6M | -47.9% | +8.4% | -56.4% | -48.7% |
| YTD | -66.3% | +11.2% | -77.5% | -66.7% |
| 1Y | -73.1% | +22.3% | -95.5% | -73.7% |
| All | -83.5% | +50.2% | -133.7% | -82.2% |
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