+1.3%
TT vs WAT
+19.9%
-18.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | 0.0% |
| 7D | +8.1% | +2.0% | +6.0% | +7.8% |
| 30D | -11.3% | +7.7% | -19.0% | -11.8% |
| 3M | -11.2% | +11.1% | -22.2% | -11.9% |
| 6M | -8.9% | +31.2% | -40.1% | -10.7% |
| YTD | +9.7% | +21.7% | -12.0% | +5.8% |
| 1Y | +1.3% | +19.3% | -18.1% | -1.4% |
| All | +1.3% | +19.9% | -18.6% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling