+2,475.2%
TT vs WU
-19.6%
+2,494.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -7.2% | -1.1% | -6.1% | -6.9% |
| 3M | -3.0% | -3.9% | +0.9% | -3.6% |
| 6M | +1.4% | -20.7% | +22.0% | +9.1% |
| YTD | +15.9% | -18.4% | +34.3% | +22.4% |
| 1Y | +9.4% | -8.1% | +17.5% | +8.3% |
| 3Y | +124.4% | -24.2% | +148.5% | +133.9% |
| 5Y | +138.0% | -50.4% | +188.5% | +194.7% |
| 10Y | +886.4% | -40.0% | +926.4% | +959.8% |
| All | +2,475.2% | -19.6% | +2,494.8% | +1,974.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded WU 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling