+517.2%
WMT vs TTD
+455.8%
+61.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | 0.0% |
| 7D | -2.7% | +20.8% | -23.5% | -3.5% |
| 30D | +11.1% | +33.8% | -22.7% | +9.8% |
| 3M | +11.2% | +17.8% | -6.6% | +10.4% |
| 6M | -1.3% | -25.7% | +24.5% | -0.5% |
| YTD | +13.5% | -57.9% | +71.4% | +16.7% |
| 1Y | +22.5% | -63.8% | +86.4% | +26.7% |
| 3Y | +134.1% | -75.0% | +209.1% | +141.4% |
| 5Y | +170.3% | -82.5% | +252.8% | +176.2% |
| 10Y | +525.5% | +527.9% | -2.4% | +480.5% |
| All | +517.2% | +455.8% | +61.4% | +473.1% |
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