+1,181.7%
WDC vs TTD
+387.7%
+794.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +5.0% | +2.7% |
| 7D | +6.0% | +1.7% | +4.3% | +5.5% |
| 30D | +9.9% | +1.6% | +8.3% | +9.2% |
| 3M | -9.4% | -27.8% | +18.5% | -4.9% |
| 6M | +94.7% | -52.1% | +146.8% | +119.1% |
| YTD | +177.4% | -63.1% | +240.4% | +226.6% |
| 1Y | +412.6% | -73.1% | +485.6% | +541.9% |
| 3Y | +1,359.8% | -83.3% | +1,443.1% | +1,760.4% |
| 5Y | +992.6% | -80.6% | +1,073.2% | +1,120.7% |
| All | +1,181.7% | +387.7% | +794.1% | +722.4% |
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