+736.3%
TT vs WPM
+749.7%
-13.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +4.0% | -3.6% | +7.6% | +4.5% |
| 30D | -11.3% | +1.4% | -12.8% | -11.6% |
| 3M | -12.3% | -0.2% | -12.1% | -12.6% |
| 6M | -10.8% | -7.3% | -3.5% | -10.6% |
| YTD | +8.2% | +12.3% | -4.2% | +5.5% |
| 1Y | +1.5% | +24.9% | -23.4% | -2.3% |
| 3Y | +91.5% | +210.4% | -118.9% | +64.7% |
| 5Y | +130.2% | +210.4% | -80.1% | +95.3% |
| All | +736.3% | +749.7% | -13.4% | +580.1% |
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