+132.3%
TT vs WING
+0.4%
+131.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.0% | -2.5% | +6.5% | +4.4% |
| 30D | -11.3% | +29.5% | -40.8% | -15.0% |
| 3M | -12.3% | +40.2% | -52.5% | -17.4% |
| 6M | -10.8% | +32.7% | -43.6% | -16.1% |
| YTD | +8.2% | -32.8% | +41.0% | +12.4% |
| 1Y | +1.5% | -31.7% | +33.2% | +4.9% |
| 3Y | +91.5% | -24.7% | +116.2% | +80.2% |
| All | +132.3% | +0.4% | +131.9% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling