-72.2%
TTD vs WPM
+53.7%
-125.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.5% |
| 7D | +6.3% | +1.1% | +5.3% | +6.4% |
| 30D | -23.9% | +26.4% | -50.2% | -20.9% |
| 3M | -31.4% | +20.8% | -52.2% | -28.9% |
| 6M | -42.7% | +1.1% | -43.8% | -41.4% |
| YTD | -62.0% | +32.5% | -94.4% | -60.4% |
| 1Y | -72.2% | +51.5% | -123.7% | -70.1% |
| All | -72.2% | +53.7% | -125.9% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling