+2,555.5%
TT vs WPM
+5,535.3%
-2,979.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.7% |
| 7D | +1.7% | +20.8% | -19.1% | -1.7% |
| 30D | -11.8% | +3.8% | -15.6% | -12.5% |
| 3M | -12.6% | +7.4% | -20.0% | -14.1% |
| 6M | -9.4% | +4.0% | -13.3% | -10.8% |
| YTD | +8.8% | +23.0% | -14.2% | +3.2% |
| 1Y | -2.5% | +45.9% | -48.5% | -10.4% |
| 3Y | +95.7% | +242.9% | -147.3% | +52.6% |
| 5Y | +135.7% | +259.5% | -123.8% | +79.5% |
| 10Y | +750.6% | +577.7% | +172.9% | +444.3% |
| All | +2,555.5% | +5,535.3% | -2,979.8% | +926.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling