+379.4%
TTD vs WY
+12.7%
+366.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.9% |
| 7D | +6.3% | -1.7% | +8.1% | +7.3% |
| 30D | -23.9% | -10.1% | -13.8% | -19.1% |
| 3M | -31.4% | -5.1% | -26.2% | -29.8% |
| 6M | -42.7% | -4.8% | -37.9% | -42.2% |
| YTD | -62.0% | -0.2% | -61.7% | -63.0% |
| 1Y | -72.2% | -6.6% | -65.6% | -72.0% |
| 3Y | -81.9% | -22.7% | -59.2% | -80.0% |
| 5Y | -81.5% | -22.2% | -59.3% | -78.9% |
| All | +379.4% | +12.7% | +366.7% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling