+1,084.3%
TTMI vs WAB
+292.7%
+791.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +6.0% | -0.2% | +6.2% | +6.2% |
| 30D | -6.4% | -5.9% | -0.6% | -2.8% |
| 3M | -28.9% | +9.4% | -38.3% | -32.8% |
| 6M | +26.9% | +13.8% | +13.0% | +18.1% |
| YTD | +77.3% | +31.8% | +45.5% | +52.0% |
| 1Y | +147.5% | +48.5% | +99.0% | +99.5% |
| 3Y | +847.6% | +167.0% | +680.7% | +463.3% |
| 5Y | +802.2% | +222.3% | +579.9% | +386.4% |
| All | +1,084.3% | +292.7% | +791.6% | +403.9% |
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