+420.9%
TTD vs WY
+1.8%
+419.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +0.4% |
| 7D | +21.3% | -0.8% | +22.1% | +21.8% |
| 30D | +28.7% | +10.1% | +18.6% | +21.3% |
| 3M | +7.7% | -15.4% | +23.1% | +17.8% |
| 6M | -23.5% | -8.3% | -15.2% | -21.1% |
| YTD | -58.7% | -9.8% | -48.9% | -57.6% |
| 1Y | -63.4% | -3.9% | -59.5% | -64.0% |
| 3Y | -75.3% | -23.3% | -52.0% | -72.8% |
| 5Y | -84.4% | -31.2% | -53.2% | -80.9% |
| 10Y | +516.1% | +5.5% | +510.6% | +448.2% |
| All | +420.9% | +1.8% | +419.1% | +368.6% |
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