+642.9%
WDC vs TTD
+513.2%
+129.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.3% |
| 7D | +12.1% | +21.3% | -9.2% | +7.8% |
| 30D | -18.8% | +28.7% | -47.5% | -22.8% |
| 3M | -39.3% | +7.7% | -47.0% | -40.6% |
| 6M | -40.1% | -23.5% | -16.7% | -38.2% |
| YTD | +71.8% | -58.7% | +130.5% | +97.9% |
| 1Y | +88.5% | -63.4% | +151.9% | +122.9% |
| 3Y | +770.0% | -75.3% | +845.3% | +926.1% |
| 5Y | +549.0% | -84.4% | +633.4% | +675.2% |
| All | +642.9% | +513.2% | +129.6% | +330.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling