+30.9%
TT vs WETO
-99.4%
+130.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | -0.4% |
| 7D | +1.4% | -38.7% | +40.1% | +1.5% |
| 30D | -6.7% | -51.3% | +44.7% | -7.2% |
| 3M | -5.4% | -97.8% | +92.4% | -8.1% |
| 6M | +4.4% | -94.8% | +99.1% | +2.7% |
| YTD | +14.9% | -97.2% | +112.1% | +12.4% |
| 1Y | +9.3% | -98.9% | +108.2% | +6.3% |
| All | +30.9% | -99.4% | +130.3% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling