+527.9%
TTD vs WPM
+659.5%
-131.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.7% |
| 7D | +20.8% | +3.1% | +17.7% | +20.3% |
| 30D | +33.8% | -1.8% | +35.7% | +34.0% |
| 3M | +17.8% | +1.0% | +16.8% | +17.2% |
| 6M | -25.7% | -5.4% | -20.3% | -25.9% |
| YTD | -57.9% | +15.9% | -73.8% | -60.1% |
| 1Y | -63.8% | +30.8% | -94.7% | -66.6% |
| 3Y | -75.0% | +222.6% | -297.7% | -81.5% |
| 5Y | -82.5% | +227.4% | -309.9% | -87.3% |
| 10Y | +527.9% | +757.8% | -229.9% | +345.6% |
| All | +527.9% | +659.5% | -131.6% | +345.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling