+544.2%
WMT vs TTD
+513.2%
+31.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.5% |
| 7D | +2.0% | +21.3% | -19.2% | +1.2% |
| 30D | +10.3% | +28.7% | -18.5% | +9.1% |
| 3M | +11.0% | +7.7% | +3.3% | +10.5% |
| 6M | -2.3% | -23.5% | +21.1% | -1.7% |
| YTD | +15.7% | -58.7% | +74.4% | +19.1% |
| 1Y | +26.0% | -63.4% | +89.4% | +30.3% |
| 3Y | +136.5% | -75.3% | +211.8% | +144.1% |
| 5Y | +176.8% | -84.4% | +261.2% | +184.4% |
| All | +544.2% | +513.2% | +31.0% | +490.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling