+145.0%
TT vs WY
-21.5%
+166.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +1.6% | -2.1% | +3.6% | +2.4% |
| 30D | -7.3% | -10.5% | +3.2% | -3.3% |
| 3M | -2.6% | -4.9% | +2.3% | -1.0% |
| 6M | +5.9% | -4.9% | +10.8% | +7.5% |
| YTD | +15.4% | -1.7% | +17.1% | +15.2% |
| 1Y | +8.2% | -9.4% | +17.6% | +11.4% |
| 3Y | +122.7% | -22.3% | +145.0% | +138.0% |
| 5Y | +145.0% | -20.5% | +165.5% | +160.7% |
| All | +145.0% | -21.5% | +166.5% | +160.7% |
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