+893.7%
TT vs WWD
+476.2%
+417.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.4% |
| 7D | +1.6% | +0.8% | +0.8% | +1.2% |
| 30D | -7.3% | -6.4% | -0.9% | -4.7% |
| 3M | -2.6% | -5.6% | +3.0% | -0.5% |
| 6M | +5.9% | -9.1% | +15.0% | +9.5% |
| YTD | +15.4% | +12.5% | +2.9% | +8.3% |
| 1Y | +8.2% | +41.3% | -33.1% | -8.7% |
| 3Y | +122.7% | +170.2% | -47.6% | +38.4% |
| 5Y | +145.0% | +192.5% | -47.5% | +43.1% |
| 10Y | +893.7% | +476.9% | +416.8% | +281.9% |
| All | +893.7% | +476.2% | +417.5% | +281.9% |
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