+90.2%
TT vs WCN
+45.2%
+45.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.5% |
| 7D | -2.0% | +2.9% | -4.9% | -2.4% |
| 30D | -14.0% | +22.1% | -36.1% | -17.0% |
| 3M | -15.9% | +13.2% | -29.0% | -17.4% |
| 6M | -17.3% | +23.7% | -41.0% | -21.1% |
| YTD | +4.0% | +8.7% | -4.8% | +3.4% |
| 1Y | -7.1% | +15.3% | -22.5% | -9.9% |
| 3Y | +90.2% | +46.0% | +44.2% | +65.3% |
| All | +90.2% | +45.2% | +45.1% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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