+911.5%
TT vs WM
+306.5%
+605.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -7.2% | -2.4% | -4.8% | -6.0% |
| 3M | -3.0% | +0.4% | -3.4% | -4.1% |
| 6M | +1.4% | -9.5% | +10.8% | +6.1% |
| YTD | +15.9% | +0.5% | +15.4% | +13.2% |
| 1Y | +9.4% | -1.1% | +10.5% | +7.5% |
| 3Y | +124.4% | +46.0% | +78.3% | +64.5% |
| 5Y | +138.0% | +51.8% | +86.2% | +67.7% |
| All | +911.5% | +306.5% | +605.0% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded WM 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling