+8,906.9%
TT vs WAT
+12,102.7%
-3,195.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | -14.0% | +5.0% | -19.0% | -15.2% |
| 3M | -15.9% | +14.5% | -30.4% | -19.1% |
| 6M | -17.3% | +30.9% | -48.2% | -23.6% |
| YTD | +4.0% | +20.5% | -16.5% | -2.8% |
| 1Y | -7.1% | +23.3% | -30.4% | -13.8% |
| 3Y | +90.2% | +81.5% | +8.8% | +53.8% |
| 5Y | +131.1% | +33.4% | +97.7% | +101.6% |
| 10Y | +777.7% | +231.5% | +546.2% | +494.3% |
| All | +8,906.9% | +12,102.7% | -3,195.8% | +3,448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling