+123.0%
TT vs WAB
+162.1%
-39.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | 0.0% | -3.2% | +3.2% | +2.0% |
| 30D | -7.2% | -4.4% | -2.7% | -4.6% |
| 3M | -3.0% | +7.9% | -10.8% | -7.5% |
| 6M | +1.4% | +8.7% | -7.4% | -4.0% |
| YTD | +15.9% | +33.0% | -17.1% | -2.1% |
| 1Y | +9.4% | +46.7% | -37.2% | -12.8% |
| All | +123.0% | +162.1% | -39.1% | +26.7% |
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