+1,330.5%
WDC vs TTD
-82.4%
+1,412.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.2% | +6.3% |
| 7D | +1.7% | +6.3% | -4.6% | +1.0% |
| 30D | -10.0% | -23.9% | +13.9% | -7.6% |
| 3M | -18.8% | -31.4% | +12.6% | -15.8% |
| 6M | +79.0% | -42.7% | +121.7% | +87.6% |
| YTD | +171.6% | -62.0% | +233.5% | +204.1% |
| 1Y | +417.4% | -72.2% | +489.6% | +509.2% |
| All | +1,330.5% | -82.4% | +1,412.9% | +1,503.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling