+695.1%
WDC vs TTD
+538.9%
+156.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +7.6% |
| 7D | -3.2% | +20.8% | -24.0% | -6.7% |
| 30D | -19.0% | +33.8% | -52.9% | -23.6% |
| 3M | -28.4% | +17.8% | -46.3% | -31.2% |
| 6M | -39.2% | -25.7% | -13.5% | -36.9% |
| YTD | +82.1% | -57.9% | +140.0% | +109.0% |
| 1Y | +84.7% | -63.8% | +148.5% | +119.1% |
| 3Y | +825.6% | -75.0% | +900.7% | +990.0% |
| 5Y | +608.2% | -82.5% | +690.7% | +725.0% |
| 10Y | +695.1% | +527.9% | +167.2% | +358.3% |
| All | +695.1% | +538.9% | +156.2% | +358.3% |
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