+113.2%
WDC vs TTD
-72.7%
+185.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.6% | -6.4% |
| 7D | -18.3% | +3.7% | -22.0% | -17.9% |
| 30D | -26.7% | +10.4% | -37.1% | -25.6% |
| 3M | -40.9% | -31.6% | -9.4% | -43.4% |
| 6M | -26.8% | -45.1% | +18.4% | -30.2% |
| YTD | +88.2% | -65.1% | +153.3% | +93.2% |
| 1Y | +113.2% | -72.0% | +185.2% | +133.6% |
| All | +113.2% | -72.7% | +185.8% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling