+135.7%
TT vs WY
-31.5%
+167.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.4% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | -11.8% | +10.6% | -22.5% | -15.6% |
| 3M | -12.6% | -16.6% | +4.0% | -6.6% |
| 6M | -9.4% | -8.6% | -0.8% | -7.0% |
| YTD | +8.8% | -8.4% | +17.2% | +11.1% |
| 1Y | -2.5% | -5.1% | +2.6% | -2.2% |
| 3Y | +95.7% | -21.9% | +117.6% | +105.7% |
| 5Y | +135.7% | -31.3% | +167.0% | +160.8% |
| All | +135.7% | -31.5% | +167.2% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling