+379.4%
TTD vs WU
-35.4%
+414.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +6.3% | -0.8% | +7.2% | +6.8% |
| 30D | -23.9% | -1.1% | -22.8% | -23.3% |
| 3M | -31.4% | -3.9% | -27.5% | -30.9% |
| 6M | -42.7% | -20.7% | -22.0% | -37.2% |
| YTD | -62.0% | -18.4% | -43.6% | -58.9% |
| 1Y | -72.2% | -8.1% | -64.1% | -71.9% |
| 3Y | -81.9% | -24.2% | -57.8% | -80.5% |
| 5Y | -81.5% | -50.4% | -31.1% | -76.0% |
| All | +379.4% | -35.4% | +414.8% | +404.2% |
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