+127.9%
TT vs WU
-42.0%
+169.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.6% |
| 7D | -2.0% | +11.7% | -13.7% | -3.6% |
| 30D | -14.0% | +12.6% | -26.6% | -15.7% |
| 3M | -15.9% | -0.5% | -15.4% | -16.0% |
| 6M | -17.3% | -18.2% | +0.9% | -15.1% |
| YTD | +4.0% | -19.0% | +22.9% | +6.6% |
| 1Y | -7.1% | -16.7% | +9.6% | -5.5% |
| 3Y | +90.2% | -21.0% | +111.3% | +92.2% |
| All | +127.9% | -42.0% | +169.9% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling