+123.6%
TT vs WSM
+238.8%
-115.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.4% |
| 7D | 0.0% | -3.3% | +3.3% | +0.7% |
| 30D | -7.2% | -8.4% | +1.2% | -5.5% |
| 3M | -3.0% | +9.7% | -12.6% | -4.9% |
| 6M | +1.4% | +16.7% | -15.3% | -2.1% |
| YTD | +15.9% | +28.7% | -12.8% | +9.7% |
| 1Y | +9.4% | +13.7% | -4.2% | +5.8% |
| All | +123.6% | +238.8% | -115.2% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling