+111.7%
WFC vs TTD
+505.0%
-393.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.3% |
| 7D | +1.7% | +20.8% | -19.0% | -0.3% |
| 30D | +6.8% | +27.1% | -20.3% | +4.1% |
| 3M | -3.0% | +14.7% | -17.7% | -4.6% |
| 6M | +15.4% | -26.8% | +42.2% | +17.9% |
| YTD | -5.9% | -59.2% | +53.3% | +1.3% |
| 1Y | +1.7% | -64.7% | +66.3% | +11.0% |
| 3Y | +124.9% | -75.8% | +200.7% | +144.3% |
| 5Y | +90.5% | -84.6% | +175.1% | +106.0% |
| All | +111.7% | +505.0% | -393.3% | +67.9% |
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