+376.4%
TTD vs WU
-37.6%
+414.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.4% |
| 7D | -0.6% | -3.5% | +2.9% | +1.0% |
| 30D | +6.3% | -2.9% | +9.2% | +7.9% |
| 3M | -24.1% | -2.3% | -21.9% | -24.2% |
| 6M | -47.4% | -25.4% | -22.1% | -40.8% |
| YTD | -62.2% | -21.2% | -41.0% | -58.5% |
| 1Y | -68.3% | -8.9% | -59.4% | -67.9% |
| 3Y | -83.4% | -29.0% | -54.5% | -81.6% |
| 5Y | -80.3% | -50.7% | -29.6% | -74.3% |
| All | +376.4% | -37.6% | +414.1% | +409.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling