-72.0%
TTD vs WSM
+44.0%
-116.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +1.6% |
| 7D | +3.7% | +8.0% | -4.3% | +2.2% |
| 30D | +10.4% | +13.5% | -3.1% | +8.2% |
| 3M | -31.6% | +8.8% | -40.4% | -32.6% |
| 6M | -45.1% | +54.7% | -99.8% | -48.7% |
| YTD | -65.1% | +53.3% | -118.4% | -67.5% |
| 1Y | -72.0% | +41.1% | -113.1% | -73.5% |
| All | -72.0% | +44.0% | -116.0% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling