+364.1%
TTD vs WY
+7.6%
+356.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +2.2% |
| 7D | -7.4% | -3.7% | -3.7% | -5.4% |
| 30D | +3.0% | -11.3% | +14.3% | +10.3% |
| 3M | -27.6% | -8.1% | -19.4% | -24.6% |
| 6M | -49.5% | -7.4% | -42.1% | -48.2% |
| YTD | -63.2% | -4.7% | -58.5% | -63.3% |
| 1Y | -69.7% | -9.2% | -60.5% | -69.0% |
| 3Y | -83.3% | -24.7% | -58.6% | -81.3% |
| 5Y | -80.8% | -21.6% | -59.2% | -78.1% |
| All | +364.1% | +7.6% | +356.5% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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