+786.5%
TT vs WING
+656.3%
+130.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | -2.0% | +9.0% | -11.1% | -3.4% |
| 30D | -14.0% | +39.9% | -54.0% | -18.8% |
| 3M | -15.9% | +40.4% | -56.3% | -21.1% |
| 6M | -17.3% | +12.9% | -30.2% | -20.3% |
| YTD | +4.0% | -31.1% | +35.0% | +7.3% |
| 1Y | -7.1% | -32.7% | +25.6% | -3.9% |
| 3Y | +90.2% | -19.8% | +110.0% | +81.4% |
| 5Y | +131.1% | +4.0% | +127.1% | +100.7% |
| 10Y | +777.7% | +684.4% | +93.3% | +426.8% |
| All | +786.5% | +656.3% | +130.1% | +416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling