-4.5%
TT vs WING
-23.2%
+18.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.8% |
| 7D | -8.5% | +21.0% | -29.4% | -8.9% |
| 30D | -12.8% | +56.9% | -69.7% | -14.4% |
| 3M | -12.9% | +38.4% | -51.2% | -14.0% |
| 6M | -15.2% | +12.0% | -27.2% | -15.1% |
| YTD | +6.2% | -29.2% | +35.5% | +6.8% |
| 1Y | -4.5% | -28.8% | +24.3% | -4.8% |
| All | -4.5% | -23.2% | +18.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling