+14,856.2%
TT vs WSM
+40,107.9%
-25,251.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | +3.1% | -2.3% | +0.1% |
| 30D | -11.8% | +8.5% | -20.3% | -13.5% |
| 3M | -11.6% | +4.6% | -16.2% | -12.6% |
| 6M | -9.3% | +44.5% | -53.9% | -16.6% |
| YTD | +8.9% | +48.4% | -39.6% | -0.7% |
| 1Y | -2.2% | +36.2% | -38.4% | -9.2% |
| 3Y | +91.9% | +268.8% | -176.9% | +38.8% |
| 5Y | +136.0% | +185.2% | -49.2% | +74.9% |
| 10Y | +734.7% | +1,175.8% | -441.1% | +317.5% |
| All | +14,856.2% | +40,107.9% | -25,251.7% | +3,586.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling