+420.9%
TTD vs WSM
+1,189.4%
-768.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.7% |
| 7D | +21.3% | 0.0% | +21.3% | +21.5% |
| 30D | +28.7% | +5.1% | +23.6% | +26.1% |
| 3M | +7.7% | +5.1% | +2.6% | +5.1% |
| 6M | -23.5% | +48.6% | -72.1% | -37.4% |
| YTD | -58.7% | +44.2% | -102.9% | -66.1% |
| 1Y | -63.4% | +38.1% | -101.5% | -69.4% |
| 3Y | -75.3% | +257.2% | -332.5% | -88.3% |
| 5Y | -84.4% | +165.1% | -249.5% | -91.7% |
| 10Y | +516.1% | +1,123.6% | -607.5% | +58.4% |
| All | +420.9% | +1,189.4% | -768.5% | +27.3% |
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 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