+608.4%
WDC vs TTD
+349.7%
+258.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.6% |
| 7D | -28.0% | +5.2% | -33.2% | -28.6% |
| 30D | -34.9% | +6.9% | -41.9% | -35.8% |
| 3M | -41.6% | -26.8% | -14.7% | -38.6% |
| 6M | -45.4% | -46.1% | +0.8% | -39.7% |
| YTD | +53.3% | -65.9% | +119.2% | +82.7% |
| 1Y | +61.5% | -71.8% | +133.4% | +100.4% |
| 3Y | +712.3% | -83.3% | +795.7% | +931.8% |
| 5Y | +524.2% | -81.1% | +605.4% | +601.6% |
| 10Y | +616.5% | +441.7% | +174.8% | +370.3% |
| All | +608.4% | +349.7% | +258.6% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling