+136.0%
TT vs WM
+61.6%
+74.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.8% | +1.2% | -0.3% | +0.4% |
| 30D | -11.8% | +13.7% | -25.4% | -15.9% |
| 3M | -11.6% | +5.2% | -16.8% | -13.4% |
| 6M | -9.3% | +11.2% | -20.5% | -13.6% |
| YTD | +8.9% | +9.4% | -0.5% | +3.5% |
| 1Y | -2.2% | +20.4% | -22.6% | -11.5% |
| 3Y | +91.9% | +44.7% | +47.2% | +52.3% |
| 5Y | +136.0% | +58.5% | +77.5% | +76.4% |
| All | +136.0% | +61.6% | +74.4% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling