+220.3%
TTMI vs WAT
+441.5%
-221.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.7% |
| 3M | -46.7% | +11.3% | -58.0% | -49.2% |
| 6M | -56.1% | +37.4% | -93.5% | -62.5% |
| YTD | +7.4% | +21.2% | -13.8% | -4.1% |
| 1Y | +17.4% | +21.3% | -3.9% | +4.9% |
| 3Y | +429.1% | +83.4% | +345.8% | +264.6% |
| 5Y | +418.8% | +29.0% | +389.8% | +316.7% |
| 10Y | +411.2% | +223.9% | +187.3% | +146.0% |
| All | +220.3% | +441.5% | -221.1% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling