+417.4%
WDC vs TTD
-73.2%
+490.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.2% | +5.5% |
| 7D | +1.7% | +6.3% | -4.6% | +2.3% |
| 30D | -10.0% | -23.9% | +13.9% | -12.2% |
| 3M | -18.8% | -31.4% | +12.6% | -20.5% |
| 6M | +79.0% | -42.7% | +121.7% | +74.0% |
| YTD | +171.6% | -62.0% | +233.5% | +174.7% |
| 1Y | +417.4% | -72.2% | +489.6% | +431.2% |
| All | +417.4% | -73.2% | +490.6% | +431.2% |
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