+901.9%
TTMI vs WAT
+49.0%
+852.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.5% |
| 7D | +12.2% | -0.7% | +12.9% | +12.4% |
| 30D | -5.7% | -1.0% | -4.8% | -5.5% |
| 3M | -27.5% | +10.9% | -38.4% | -30.1% |
| 6M | +47.1% | +33.2% | +14.0% | +32.1% |
| YTD | +87.5% | +6.1% | +81.4% | +80.3% |
| 1Y | +175.2% | +30.2% | +145.0% | +147.1% |
| 3Y | +901.9% | +52.9% | +849.1% | +676.8% |
| All | +901.9% | +49.0% | +852.9% | +676.8% |
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