+508.5%
TTD vs WPM
+749.7%
-241.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | +21.3% | -3.6% | +24.8% | +21.9% |
| 30D | +28.7% | +1.4% | +27.3% | +28.3% |
| 3M | +7.7% | -0.2% | +7.9% | +7.3% |
| 6M | -23.5% | -7.3% | -16.2% | -23.4% |
| YTD | -58.7% | +12.3% | -71.0% | -60.7% |
| 1Y | -63.4% | +24.9% | -88.3% | -66.0% |
| 3Y | -75.3% | +210.4% | -285.7% | -81.6% |
| 5Y | -84.4% | +210.4% | -294.7% | -88.6% |
| All | +508.5% | +749.7% | -241.2% | +328.3% |
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