+957.3%
TT vs WY
+5.8%
+951.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.4% | -1.7% | +3.1% | +2.1% |
| 30D | -6.7% | -9.9% | +3.2% | -2.7% |
| 3M | -5.4% | -7.5% | +2.1% | -2.7% |
| 6M | +4.4% | -5.1% | +9.5% | +6.1% |
| YTD | +14.9% | -2.1% | +17.0% | +14.9% |
| 1Y | +9.3% | -7.3% | +16.6% | +11.5% |
| 3Y | +121.7% | -22.6% | +144.4% | +138.3% |
| 5Y | +148.2% | -19.8% | +167.9% | +159.1% |
| 10Y | +957.3% | +9.6% | +947.7% | +801.3% |
| All | +957.3% | +5.8% | +951.5% | +801.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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