+147.1%
WFC vs TTD
+419.3%
-272.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +15.5% | -13.6% | +0.3% |
| 7D | +0.1% | +19.0% | -18.8% | -1.7% |
| 30D | +2.9% | +23.6% | -20.7% | +0.6% |
| 3M | -1.4% | +8.2% | -9.6% | -2.5% |
| 6M | +14.3% | -35.3% | +49.7% | +18.2% |
| YTD | -6.2% | -60.7% | +54.5% | +1.3% |
| 1Y | +1.6% | -65.3% | +66.9% | +11.1% |
| 3Y | +126.9% | -80.6% | +207.5% | +151.5% |
| 5Y | +94.0% | -84.6% | +178.6% | +109.6% |
| 10Y | +134.0% | +550.5% | -416.5% | +82.3% |
| All | +147.1% | +419.3% | -272.2% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling