+2,436.8%
TT vs WPM
+5,236.6%
-2,799.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.9% |
| 7D | -2.0% | +16.9% | -18.9% | -4.8% |
| 30D | -14.0% | +2.0% | -16.0% | -14.5% |
| 3M | -15.9% | +8.9% | -24.8% | -17.6% |
| 6M | -17.3% | +1.6% | -18.9% | -18.4% |
| YTD | +4.0% | +16.5% | -12.5% | -0.4% |
| 1Y | -7.1% | +42.2% | -49.3% | -14.2% |
| 3Y | +90.2% | +213.3% | -123.1% | +50.7% |
| 5Y | +131.1% | +249.9% | -118.8% | +76.8% |
| 10Y | +777.7% | +549.4% | +228.4% | +465.6% |
| All | +2,436.8% | +5,236.6% | -2,799.8% | +889.9% |
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