-75.3%
TTD vs WMB
+121.9%
-197.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +21.3% | +7.8% | +13.5% | +20.9% |
| 30D | +28.7% | -5.1% | +33.8% | +28.5% |
| 3M | +7.7% | -4.7% | +12.4% | +7.4% |
| 6M | -23.5% | -7.4% | -16.1% | -23.6% |
| YTD | -58.7% | +17.5% | -76.2% | -60.9% |
| 1Y | -63.4% | +19.5% | -82.9% | -65.5% |
| 3Y | -75.3% | +121.3% | -196.6% | -81.7% |
| All | -75.3% | +121.9% | -197.1% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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