+90.2%
TT vs WAB
+157.8%
-67.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +1.3% |
| 7D | -2.0% | +1.4% | -3.4% | -2.9% |
| 30D | -14.0% | +0.4% | -14.4% | -14.2% |
| 3M | -15.9% | -3.8% | -12.0% | -13.9% |
| 6M | -17.3% | +5.1% | -22.4% | -20.0% |
| YTD | +4.0% | +33.3% | -29.4% | -12.4% |
| 1Y | -7.1% | +39.8% | -46.9% | -23.9% |
| 3Y | +90.2% | +161.1% | -70.8% | +10.6% |
| All | +90.2% | +157.8% | -67.5% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling