+130.8%
WMT vs TTD
-80.8%
+211.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -0.2% | -4.6% | +4.4% | -0.1% |
| 30D | -5.8% | +3.7% | -9.5% | -6.0% |
| 3M | -10.8% | -30.2% | +19.5% | -9.7% |
| 6M | -14.3% | -51.4% | +37.1% | -12.3% |
| YTD | -4.4% | -63.4% | +59.0% | -0.9% |
| 1Y | +4.3% | -73.5% | +77.8% | +9.7% |
| 3Y | +100.1% | -83.5% | +183.5% | +109.3% |
| 5Y | +130.8% | -80.9% | +211.8% | +130.9% |
| All | +130.8% | -80.8% | +211.6% | +130.9% |
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 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