+429.1%
TTMI vs WAT
+82.3%
+346.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +11.4% | +0.6% | +10.8% | +11.3% |
| 30D | -28.3% | +5.4% | -33.7% | -29.1% |
| 3M | -46.7% | +11.3% | -58.0% | -48.3% |
| 6M | -56.1% | +37.4% | -93.5% | -60.3% |
| YTD | +7.4% | +21.2% | -13.8% | -0.4% |
| 1Y | +17.4% | +21.3% | -3.9% | +9.0% |
| 3Y | +429.1% | +83.4% | +345.8% | +350.6% |
| All | +429.1% | +82.3% | +346.8% | +350.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling