-80.9%
TTD vs WPM
+261.4%
-342.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -4.6% | +3.9% | -8.5% | -5.0% |
| 30D | +3.7% | +17.7% | -14.0% | +1.6% |
| 3M | -30.2% | +39.4% | -69.6% | -33.6% |
| 6M | -51.4% | +6.4% | -57.8% | -52.0% |
| YTD | -63.4% | +34.0% | -97.4% | -66.1% |
| 1Y | -73.5% | +50.5% | -124.0% | -76.3% |
| 3Y | -83.5% | +280.3% | -363.8% | -89.4% |
| 5Y | -80.9% | +266.3% | -347.3% | -88.7% |
| All | -80.9% | +261.4% | -342.3% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling