+396.5%
TTMI vs WAB
+266.7%
+129.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.3% |
| 7D | +11.4% | +5.1% | +6.3% | +8.2% |
| 30D | -28.3% | +4.0% | -32.3% | -28.9% |
| 3M | -46.7% | +0.1% | -46.8% | -45.7% |
| 6M | -56.1% | +12.8% | -68.9% | -58.6% |
| YTD | +7.4% | +40.1% | -32.7% | -9.9% |
| 1Y | +17.4% | +46.4% | -29.0% | -3.7% |
| 3Y | +429.1% | +167.4% | +261.8% | +217.9% |
| 5Y | +418.8% | +215.0% | +203.7% | +185.5% |
| All | +396.5% | +266.7% | +129.9% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling