-17.3%
TT vs WING
+9.0%
-26.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.4% |
| 7D | -2.0% | +9.0% | -11.1% | -1.9% |
| 30D | -14.0% | +39.9% | -54.0% | -14.2% |
| 3M | -15.9% | +40.4% | -56.3% | -16.1% |
| 6M | -17.3% | +12.9% | -30.2% | -16.4% |
| All | -17.3% | +9.0% | -26.3% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling