+443.1%
TTMI vs WAB
+5,991.9%
-5,548.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.4% |
| 7D | +5.9% | -3.2% | +9.1% | +7.9% |
| 30D | -4.3% | -4.4% | +0.1% | -1.7% |
| 3M | -32.0% | +7.9% | -39.9% | -35.1% |
| 6M | +19.5% | +8.7% | +10.8% | +14.9% |
| YTD | +82.0% | +33.0% | +49.1% | +56.2% |
| 1Y | +172.6% | +46.7% | +126.0% | +122.8% |
| 3Y | +744.7% | +153.0% | +591.7% | +414.3% |
| 5Y | +805.6% | +222.3% | +583.3% | +380.8% |
| 10Y | +1,057.6% | +291.0% | +766.6% | +393.8% |
| All | +443.1% | +5,991.9% | -5,548.8% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling