+753.3%
TT vs WM
+339.4%
+413.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.5% |
| 7D | -2.0% | +1.2% | -3.2% | -2.8% |
| 30D | -14.0% | +13.1% | -27.1% | -20.2% |
| 3M | -15.9% | +3.6% | -19.5% | -18.1% |
| 6M | -17.3% | +8.1% | -25.4% | -22.2% |
| YTD | +4.0% | +8.9% | -5.0% | -3.6% |
| 1Y | -7.1% | +20.3% | -27.4% | -19.3% |
| 3Y | +90.2% | +46.2% | +44.1% | +40.8% |
| 5Y | +131.1% | +59.9% | +71.2% | +58.4% |
| All | +753.3% | +339.4% | +413.9% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling