+13.8%
WFC vs TTD
-72.9%
+86.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | +0.3% | -7.4% | +7.7% | +0.6% |
| 30D | +2.3% | +3.0% | -0.7% | +2.2% |
| 3M | +9.8% | -27.6% | +37.3% | +10.8% |
| 6M | +15.6% | -49.5% | +65.0% | +17.2% |
| YTD | -2.4% | -63.2% | +60.8% | +0.6% |
| 1Y | +13.8% | -69.7% | +83.5% | +20.3% |
| All | +13.8% | -72.9% | +86.7% | +20.3% |
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