+802.2%
TTMI vs WAB
+220.1%
+582.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +6.0% | -0.2% | +6.2% | +6.3% |
| 30D | -6.4% | -5.9% | -0.6% | -1.3% |
| 3M | -28.9% | +9.4% | -38.3% | -34.4% |
| 6M | +26.9% | +13.8% | +13.0% | +14.0% |
| YTD | +77.3% | +31.8% | +45.5% | +42.0% |
| 1Y | +147.5% | +48.5% | +99.0% | +81.7% |
| 3Y | +847.6% | +167.0% | +680.7% | +356.6% |
| 5Y | +802.2% | +222.3% | +579.9% | +282.7% |
| All | +802.2% | +220.1% | +582.1% | +282.7% |
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 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