+957.3%
TT vs WSM
+997.3%
-40.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | -6.7% | -9.3% | +2.6% | -4.5% |
| 3M | -5.4% | +7.1% | -12.5% | -7.1% |
| 6M | +4.4% | +21.7% | -17.3% | -0.7% |
| YTD | +14.9% | +28.7% | -13.8% | +7.6% |
| 1Y | +9.3% | +13.9% | -4.6% | +5.1% |
| 3Y | +121.7% | +232.2% | -110.4% | +57.7% |
| 5Y | +148.2% | +176.4% | -28.2% | +77.6% |
| 10Y | +957.3% | +1,072.4% | -115.2% | +377.3% |
| All | +957.3% | +997.3% | -40.1% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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