+9,117.6%
TT vs WAB
+4,092.2%
+5,025.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -0.2% | -3.2% | +3.0% | +1.0% |
| 30D | -7.4% | -4.4% | -2.9% | -5.7% |
| 3M | -3.2% | +7.9% | -11.1% | -6.1% |
| 6M | +1.1% | +8.7% | -7.6% | -2.2% |
| YTD | +15.6% | +33.0% | -17.4% | +3.7% |
| 1Y | +9.2% | +46.7% | -37.5% | -5.8% |
| 3Y | +124.4% | +153.0% | -28.6% | +56.8% |
| 5Y | +138.0% | +222.3% | -84.3% | +51.3% |
| 10Y | +886.4% | +291.0% | +595.4% | +445.9% |
| All | +9,117.6% | +4,092.2% | +5,025.4% | +2,512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling