+812.9%
TTMI vs WAT
-4.9%
+817.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.1% |
| 7D | +7.5% | -1.8% | +9.3% | +8.1% |
| 30D | -4.5% | -1.7% | -2.8% | -4.0% |
| 3M | -28.5% | +9.1% | -37.6% | -31.0% |
| 6M | +28.4% | +32.4% | -4.1% | +13.9% |
| YTD | +80.1% | +6.6% | +73.5% | +72.4% |
| 1Y | +161.0% | +34.7% | +126.3% | +127.8% |
| 3Y | +862.4% | +53.6% | +808.8% | +652.5% |
| 5Y | +812.9% | -4.1% | +817.0% | +642.1% |
| All | +812.9% | -4.9% | +817.8% | +642.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling