+172.6%
TTMI vs WAT
+41.4%
+131.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.9% | +9.2% |
| 7D | +5.9% | -1.3% | +7.1% | +6.3% |
| 30D | -4.3% | +2.3% | -6.6% | -5.0% |
| 3M | -32.0% | +8.7% | -40.8% | -33.8% |
| 6M | +19.5% | +28.3% | -8.9% | +7.9% |
| YTD | +82.0% | +7.8% | +74.2% | +71.2% |
| 1Y | +172.6% | +36.6% | +136.0% | +148.9% |
| All | +172.6% | +41.4% | +131.2% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling