+30.4%
TT vs WETO
-99.4%
+129.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.6% |
| 7D | -1.2% | -4.3% | +3.1% | -1.2% |
| 30D | -7.3% | -39.9% | +32.6% | -7.9% |
| 3M | -3.6% | -97.9% | +94.3% | -6.4% |
| 6M | +2.8% | -95.0% | +97.9% | +1.1% |
| YTD | +14.5% | -97.2% | +111.7% | +12.0% |
| 1Y | +7.4% | -98.9% | +106.3% | +4.5% |
| All | +30.4% | -99.4% | +129.8% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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