+8,168.0%
TT vs WAB
+4,103.0%
+4,065.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +1.7% |
| 7D | -2.0% | +1.4% | -3.4% | -2.5% |
| 30D | -14.0% | +0.4% | -14.4% | -14.1% |
| 3M | -15.9% | -3.8% | -12.0% | -14.6% |
| 6M | -17.3% | +5.1% | -22.4% | -18.9% |
| YTD | +4.0% | +33.3% | -29.4% | -6.9% |
| 1Y | -7.1% | +39.8% | -46.9% | -18.3% |
| 3Y | +90.2% | +161.1% | -70.8% | +31.4% |
| 5Y | +131.1% | +209.5% | -78.3% | +49.2% |
| 10Y | +777.7% | +293.8% | +483.9% | +384.6% |
| All | +8,168.0% | +4,103.0% | +4,065.0% | +2,241.4% |
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