-84.0%
TTD vs WU
-28.6%
-55.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -4.6% | -4.9% | +0.3% | -2.8% |
| 30D | +3.7% | -1.3% | +4.9% | +4.3% |
| 3M | -30.2% | -3.6% | -26.6% | -30.0% |
| 6M | -51.4% | -24.3% | -27.1% | -47.1% |
| YTD | -63.4% | -21.1% | -42.3% | -60.8% |
| 1Y | -73.5% | -10.3% | -63.2% | -73.0% |
| All | -84.0% | -28.6% | -55.3% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling