+91.5%
TT vs WCC
+134.5%
-43.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.9% |
| 7D | +4.0% | +9.9% | -5.9% | +1.1% |
| 30D | -11.3% | -8.4% | -2.9% | -9.4% |
| 3M | -12.3% | -10.3% | -2.0% | -10.0% |
| 6M | -10.8% | -10.5% | -0.4% | -8.8% |
| YTD | +8.2% | +32.2% | -24.0% | -1.2% |
| 1Y | +1.5% | +25.5% | -24.1% | -6.1% |
| 3Y | +91.5% | +134.7% | -43.2% | +42.4% |
| All | +91.5% | +134.5% | -43.0% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling