-84.0%
TTD vs WPM
+273.6%
-357.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | -4.6% | +3.9% | -8.5% | -4.6% |
| 30D | +3.7% | +17.7% | -14.0% | +3.9% |
| 3M | -30.2% | +39.4% | -69.6% | -30.2% |
| 6M | -51.4% | +6.4% | -57.8% | -50.9% |
| YTD | -63.4% | +34.0% | -97.4% | -64.1% |
| 1Y | -73.5% | +50.5% | -124.0% | -74.4% |
| All | -84.0% | +273.6% | -357.5% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling