+753.3%
TT vs WAT
+227.3%
+526.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.0% |
| 7D | -2.0% | -1.1% | -0.9% | -1.6% |
| 30D | -14.0% | +5.0% | -19.0% | -15.5% |
| 3M | -15.9% | +14.5% | -30.4% | -20.0% |
| 6M | -17.3% | +30.9% | -48.2% | -25.4% |
| YTD | +4.0% | +20.5% | -16.5% | -4.8% |
| 1Y | -7.1% | +23.3% | -30.4% | -15.7% |
| 3Y | +90.2% | +81.5% | +8.8% | +37.8% |
| 5Y | +131.1% | +33.4% | +97.7% | +88.4% |
| All | +753.3% | +227.3% | +526.0% | +373.6% |
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