+434.2%
TTMI vs WAB
+216.9%
+217.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.0% |
| 7D | +22.6% | +7.9% | +14.7% | +14.6% |
| 30D | -34.3% | +4.9% | -39.2% | -35.8% |
| 3M | -44.8% | +1.8% | -46.6% | -44.4% |
| 6M | -53.3% | +12.0% | -65.3% | -57.1% |
| YTD | +10.6% | +41.3% | -30.7% | -15.5% |
| 1Y | +8.2% | +43.8% | -35.6% | -18.1% |
| 3Y | +435.7% | +171.1% | +264.6% | +151.3% |
| 5Y | +434.2% | +217.7% | +216.4% | +115.5% |
| All | +434.2% | +216.9% | +217.3% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling