+379.4%
TTD vs WSM
+1,050.7%
-671.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -5.3% |
| 7D | +6.3% | -3.3% | +9.6% | +7.9% |
| 30D | -23.9% | -8.4% | -15.5% | -21.1% |
| 3M | -31.4% | +9.7% | -41.0% | -34.9% |
| 6M | -42.7% | +16.7% | -59.3% | -47.7% |
| YTD | -62.0% | +28.7% | -90.7% | -67.1% |
| 1Y | -72.2% | +13.7% | -85.9% | -74.7% |
| 3Y | -81.9% | +230.1% | -312.0% | -91.2% |
| 5Y | -81.5% | +179.0% | -260.5% | -90.4% |
| All | +379.4% | +1,050.7% | -671.3% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling