+126.7%
WFC vs TTD
-81.3%
+208.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | +1.1% | +1.7% | -0.7% | +0.9% |
| 30D | +0.8% | +1.6% | -0.8% | +0.6% |
| 3M | +9.3% | -27.8% | +37.1% | +12.4% |
| 6M | +10.6% | -52.1% | +62.8% | +18.2% |
| YTD | -4.1% | -63.1% | +59.0% | +5.1% |
| 1Y | +13.6% | -73.1% | +86.6% | +28.5% |
| 3Y | +130.7% | -83.3% | +214.0% | +160.1% |
| 5Y | +126.7% | -80.6% | +207.3% | +138.5% |
| All | +126.7% | -81.3% | +208.0% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling