+88.5%
WDC vs TTD
-64.0%
+152.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -4.9% |
| 7D | +12.1% | +21.3% | -9.2% | +13.4% |
| 30D | -18.8% | +28.7% | -47.5% | -17.0% |
| 3M | -39.3% | +7.7% | -47.0% | -39.2% |
| 6M | -40.1% | -23.5% | -16.7% | -41.6% |
| YTD | +71.8% | -58.7% | +130.5% | +75.2% |
| 1Y | +88.5% | -63.4% | +151.9% | +99.7% |
| All | +88.5% | -64.0% | +152.4% | +99.7% |
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