+426.2%
WMT vs TTD
+401.9%
+24.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.0% |
| 7D | +3.9% | +6.3% | -2.4% | +3.7% |
| 30D | -4.4% | -23.9% | +19.5% | -3.5% |
| 3M | -8.8% | -31.4% | +22.6% | -7.7% |
| 6M | -15.6% | -42.7% | +27.0% | -14.2% |
| YTD | -3.2% | -62.0% | +58.8% | 0.0% |
| 1Y | +7.0% | -72.2% | +79.3% | +12.0% |
| 3Y | +105.3% | -81.9% | +187.2% | +114.4% |
| 5Y | +129.3% | -81.5% | +210.8% | +133.5% |
| All | +426.2% | +401.9% | +24.3% | +391.1% |
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 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