+379.4%
TTD vs WPM
+542.9%
-163.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.2% |
| 7D | +6.3% | +1.1% | +5.3% | +6.2% |
| 30D | -23.9% | +26.4% | -50.2% | -26.6% |
| 3M | -31.4% | +20.8% | -52.2% | -33.6% |
| 6M | -42.7% | +1.1% | -43.8% | -43.3% |
| YTD | -62.0% | +32.5% | -94.4% | -64.5% |
| 1Y | -72.2% | +51.5% | -123.7% | -74.8% |
| 3Y | -81.9% | +267.0% | -349.0% | -86.7% |
| 5Y | -81.5% | +250.1% | -331.7% | -86.5% |
| All | +379.4% | +542.9% | -163.5% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling