+748.4%
TT vs WWD
+442.7%
+305.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | +8.1% | +8.2% | -0.1% | +4.5% |
| 30D | -11.3% | -0.2% | -11.1% | -11.4% |
| 3M | -11.2% | -8.4% | -2.8% | -8.0% |
| 6M | -8.9% | -9.5% | +0.6% | -5.5% |
| YTD | +9.7% | +10.1% | -0.3% | +3.8% |
| 1Y | +1.3% | +21.6% | -20.3% | -8.7% |
| 3Y | +93.4% | +149.6% | -56.2% | +24.7% |
| 5Y | +133.5% | +191.3% | -57.8% | +37.5% |
| All | +748.4% | +442.7% | +305.7% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling