+379.4%
TTD vs WM
+311.3%
+68.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.1% | -3.8% |
| 7D | +6.3% | -0.3% | +6.6% | +6.5% |
| 30D | -23.9% | -2.4% | -21.5% | -23.0% |
| 3M | -31.4% | +0.4% | -31.8% | -31.8% |
| 6M | -42.7% | -9.5% | -33.2% | -39.9% |
| YTD | -62.0% | +0.5% | -62.5% | -62.3% |
| 1Y | -72.2% | -1.1% | -71.1% | -72.3% |
| 3Y | -81.9% | +46.0% | -128.0% | -86.3% |
| 5Y | -81.5% | +51.8% | -133.4% | -86.4% |
| All | +379.4% | +311.3% | +68.1% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling