-84.0%
TTD vs WSM
+232.0%
-315.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.6% | +2.6% | -7.2% | -5.4% |
| 30D | +3.7% | -9.3% | +12.9% | +6.9% |
| 3M | -30.2% | +7.1% | -37.3% | -32.2% |
| 6M | -51.4% | +21.7% | -73.1% | -55.1% |
| YTD | -63.4% | +28.7% | -92.2% | -67.1% |
| 1Y | -73.5% | +13.9% | -87.4% | -75.2% |
| All | -84.0% | +232.0% | -315.9% | -90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling