+145.0%
TT vs WSM
+189.5%
-44.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.6% | +2.6% | -1.0% | +0.9% |
| 30D | -7.3% | -9.5% | +2.2% | -5.1% |
| 3M | -2.6% | +12.9% | -15.5% | -5.6% |
| 6M | +5.9% | +23.0% | -17.2% | +0.3% |
| YTD | +15.4% | +28.9% | -13.5% | +7.9% |
| 1Y | +8.2% | +13.7% | -5.4% | +4.0% |
| 3Y | +122.7% | +232.6% | -110.0% | +55.4% |
| 5Y | +145.0% | +185.9% | -40.9% | +66.0% |
| All | +145.0% | +189.5% | -44.5% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling