+148.4%
WBD vs TT
+121.9%
+26.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | +1.6% | -2.3% | -1.1% |
| 30D | +5.0% | -7.3% | +12.3% | +7.1% |
| 3M | +6.2% | -2.6% | +8.8% | +6.5% |
| 6M | +0.6% | +5.9% | -5.3% | -2.1% |
| YTD | -2.4% | +15.4% | -17.8% | -8.1% |
| 1Y | +127.7% | +8.2% | +119.4% | +118.3% |
| 3Y | +148.4% | +122.7% | +25.8% | +81.6% |
| All | +148.4% | +121.9% | +26.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 3y: compounded portfolio wealth divided by compounded TT 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…
3y analysis · Full analysis span regression · 6 months rolling