+893.7%
TT vs WAB
+283.1%
+610.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +1.6% | +1.7% | -0.1% | +0.8% |
| 30D | -7.3% | -2.4% | -4.9% | -6.2% |
| 3M | -2.6% | +9.7% | -12.3% | -6.9% |
| 6M | +5.9% | +16.5% | -10.6% | -1.7% |
| YTD | +15.4% | +33.7% | -18.3% | +0.5% |
| 1Y | +8.2% | +49.7% | -41.4% | -10.6% |
| 3Y | +122.7% | +170.9% | -48.3% | +39.3% |
| 5Y | +145.0% | +228.0% | -83.1% | +39.9% |
| 10Y | +893.7% | +284.8% | +608.9% | +352.0% |
| All | +893.7% | +283.1% | +610.6% | +352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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