+734.7%
TT vs WAT
+228.2%
+506.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.8% | +3.4% | -2.6% | -0.3% |
| 30D | -11.8% | +9.6% | -21.4% | -14.6% |
| 3M | -11.6% | +15.5% | -27.0% | -16.1% |
| 6M | -9.3% | +33.9% | -43.2% | -18.8% |
| YTD | +8.9% | +25.2% | -16.3% | -1.6% |
| 1Y | -2.2% | +26.3% | -28.5% | -12.0% |
| 3Y | +91.9% | +85.8% | +6.1% | +38.2% |
| 5Y | +136.0% | +35.3% | +100.7% | +92.1% |
| 10Y | +734.7% | +231.8% | +502.9% | +363.0% |
| All | +734.7% | +228.2% | +506.6% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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