-83.3%
TTD vs WMB
+97.7%
-181.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +5.2% | -13.8% | +19.0% | +5.4% |
| 30D | +6.9% | -10.3% | +17.3% | +7.0% |
| 3M | -26.8% | -10.1% | -16.8% | -26.9% |
| 6M | -46.1% | -11.8% | -34.3% | -46.2% |
| YTD | -65.9% | +8.9% | -74.9% | -67.6% |
| 1Y | -71.8% | +14.0% | -85.8% | -73.5% |
| 3Y | -83.3% | +100.5% | -183.8% | -87.6% |
| All | -83.3% | +97.7% | -181.0% | -87.6% |
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