+734.7%
TT vs WAB
+288.7%
+446.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.8% |
| 7D | +0.8% | +4.0% | -3.2% | -1.1% |
| 30D | -11.8% | +6.3% | -18.1% | -14.3% |
| 3M | -11.6% | +3.3% | -14.8% | -12.9% |
| 6M | -9.3% | +14.5% | -23.8% | -15.1% |
| YTD | +8.9% | +42.7% | -33.8% | -8.0% |
| 1Y | -2.2% | +45.2% | -47.4% | -18.1% |
| 3Y | +91.9% | +173.8% | -81.9% | +19.6% |
| 5Y | +136.0% | +223.8% | -87.8% | +35.5% |
| 10Y | +734.7% | +280.5% | +454.2% | +290.5% |
| All | +734.7% | +288.7% | +446.0% | +290.5% |
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