+117.7%
WFC vs TTD
-83.7%
+201.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | +1.2% | +5.2% | -4.0% | +0.8% |
| 30D | +5.2% | +6.9% | -1.7% | +4.6% |
| 3M | -3.0% | -26.8% | +23.8% | -1.1% |
| 6M | +6.2% | -46.1% | +52.4% | +10.7% |
| YTD | -7.9% | -65.9% | +58.0% | -0.6% |
| 1Y | +0.3% | -71.8% | +72.1% | +10.0% |
| 3Y | +117.7% | -83.3% | +201.0% | +131.8% |
| All | +117.7% | -83.7% | +201.4% | +131.8% |
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