+84.7%
WDC vs TTD
-63.1%
+147.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +8.5% |
| 7D | -3.2% | +20.8% | -24.0% | -2.4% |
| 30D | -19.0% | +33.8% | -52.9% | -17.1% |
| 3M | -28.4% | +17.8% | -46.3% | -27.9% |
| 6M | -39.2% | -25.7% | -13.5% | -41.0% |
| YTD | +82.1% | -57.9% | +140.0% | +88.3% |
| 1Y | +84.7% | -63.8% | +148.5% | +108.2% |
| All | +84.7% | -63.1% | +147.8% | +108.2% |
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