+142.6%
WFC vs TTD
+349.7%
-207.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | +1.2% | +5.2% | -4.0% | +0.7% |
| 30D | +5.2% | +6.9% | -1.7% | +4.4% |
| 3M | -3.0% | -26.8% | +23.8% | -0.5% |
| 6M | +6.2% | -46.1% | +52.4% | +11.9% |
| YTD | -7.9% | -65.9% | +58.0% | +1.0% |
| 1Y | +0.3% | -71.8% | +72.1% | +12.0% |
| 3Y | +117.7% | -83.3% | +201.0% | +145.3% |
| 5Y | +88.4% | -81.1% | +169.5% | +99.3% |
| 10Y | +147.3% | +441.7% | -294.4% | +95.9% |
| All | +142.6% | +349.7% | -207.1% | +94.9% |
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