+172.6%
TTMI vs WAB
+48.2%
+124.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.0% |
| 7D | +5.9% | -3.2% | +9.1% | +9.8% |
| 30D | -4.3% | -4.4% | +0.1% | +0.9% |
| 3M | -32.0% | +7.9% | -39.9% | -38.7% |
| 6M | +19.5% | +8.7% | +10.8% | +5.4% |
| YTD | +82.0% | +33.0% | +49.1% | +24.6% |
| 1Y | +172.6% | +46.7% | +126.0% | +69.6% |
| All | +172.6% | +48.2% | +124.5% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling