+414.0%
TTD vs WU
-38.0%
+452.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | +20.8% | -5.3% | +26.0% | +23.7% |
| 30D | +27.1% | +9.0% | +18.1% | +21.9% |
| 3M | +14.7% | -3.6% | +18.2% | +16.4% |
| 6M | -26.8% | -19.4% | -7.4% | -20.4% |
| YTD | -59.2% | -21.7% | -37.5% | -55.3% |
| 1Y | -64.7% | -16.1% | -48.6% | -62.5% |
| 3Y | -75.8% | -24.1% | -51.7% | -74.1% |
| 5Y | -84.6% | -44.1% | -40.4% | -81.0% |
| 10Y | +507.9% | -39.6% | +547.5% | +543.1% |
| All | +414.0% | -38.0% | +452.0% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling