+893.7%
TT vs WPM
+502.1%
+391.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +7.0% | -5.5% | +0.7% |
| 30D | -7.3% | +15.7% | -23.0% | -9.1% |
| 3M | -2.6% | +35.2% | -37.8% | -6.5% |
| 6M | +5.9% | +6.1% | -0.2% | +4.3% |
| YTD | +15.4% | +32.6% | -17.2% | +10.6% |
| 1Y | +8.2% | +46.9% | -38.7% | +2.3% |
| 3Y | +122.7% | +276.3% | -153.6% | +88.3% |
| 5Y | +145.0% | +260.0% | -115.0% | +105.3% |
| 10Y | +893.7% | +508.5% | +385.2% | +760.5% |
| All | +893.7% | +502.1% | +391.7% | +760.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling