+157.7%
WFC vs TTD
+382.8%
-225.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +0.4% | -4.6% | +5.1% | +0.9% |
| 30D | +2.5% | +3.7% | -1.2% | +2.0% |
| 3M | +10.0% | -30.2% | +40.2% | +13.3% |
| 6M | +15.1% | -51.4% | +66.5% | +22.3% |
| YTD | -2.2% | -63.4% | +61.2% | +6.6% |
| 1Y | +13.5% | -73.5% | +87.0% | +27.4% |
| 3Y | +135.2% | -83.5% | +218.7% | +165.1% |
| 5Y | +128.3% | -80.9% | +209.3% | +141.1% |
| All | +157.7% | +382.8% | -225.1% | +105.7% |
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 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