-63.4%
TTD vs WSM
+34.6%
-98.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | +21.3% | 0.0% | +21.3% | +21.4% |
| 30D | +28.7% | +5.1% | +23.6% | +28.0% |
| 3M | +7.7% | +5.1% | +2.6% | +7.2% |
| 6M | -23.5% | +48.6% | -72.1% | -28.1% |
| YTD | -58.7% | +44.2% | -102.9% | -61.2% |
| 1Y | -63.4% | +38.1% | -101.5% | -65.3% |
| All | -63.4% | +34.6% | -98.1% | -65.3% |
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