+748.4%
TT vs WAT
+223.8%
+524.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.5% |
| 7D | +8.1% | +2.0% | +6.0% | +7.3% |
| 30D | -11.3% | +7.7% | -19.0% | -13.6% |
| 3M | -11.2% | +11.1% | -22.2% | -14.6% |
| 6M | -8.9% | +31.2% | -40.1% | -17.8% |
| YTD | +9.7% | +21.7% | -12.0% | +0.2% |
| 1Y | +1.3% | +19.3% | -18.1% | -6.9% |
| 3Y | +93.4% | +80.6% | +12.7% | +40.7% |
| 5Y | +133.5% | +29.5% | +104.0% | +93.4% |
| All | +748.4% | +223.8% | +524.6% | +374.2% |
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