+325.6%
TTD vs WM
+355.1%
-29.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.3% | -3.8% |
| 7D | -1.9% | +4.5% | -6.4% | -4.1% |
| 30D | +7.5% | +16.1% | -8.6% | -0.5% |
| 3M | -32.4% | +8.0% | -40.5% | -35.1% |
| 6M | -47.9% | +8.4% | -56.4% | -50.3% |
| YTD | -66.3% | +11.2% | -77.5% | -68.3% |
| 1Y | -73.1% | +22.3% | -95.5% | -76.0% |
| 3Y | -83.8% | +50.2% | -134.0% | -87.7% |
| 5Y | -81.3% | +63.3% | -144.6% | -86.7% |
| 10Y | +436.7% | +355.0% | +81.6% | +72.1% |
| All | +325.6% | +355.1% | -29.5% | +40.4% |
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 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