+2,728.2%
TT vs WPM
+5,967.5%
-3,239.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -7.2% | +26.4% | -33.5% | -11.1% |
| 3M | -3.0% | +20.8% | -23.8% | -6.7% |
| 6M | +1.4% | +1.1% | +0.2% | +0.2% |
| YTD | +15.9% | +32.5% | -16.6% | +8.8% |
| 1Y | +9.4% | +51.5% | -42.1% | 0.0% |
| 3Y | +124.4% | +267.0% | -142.6% | +73.3% |
| 5Y | +138.0% | +250.1% | -112.1% | +82.4% |
| 10Y | +886.4% | +540.4% | +346.0% | +539.0% |
| All | +2,728.2% | +5,967.5% | -3,239.4% | +982.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded WPM 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling