+240.3%
TTMI vs WAT
+454.0%
-213.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +9.9% | +9.4% |
| 7D | +7.2% | +0.7% | +6.5% | +7.3% |
| 30D | -28.7% | +9.0% | -37.6% | -31.2% |
| 3M | -39.8% | +13.5% | -53.3% | -43.3% |
| 6M | -51.7% | +35.3% | -87.0% | -58.5% |
| YTD | +14.1% | +24.0% | -9.9% | +0.7% |
| 1Y | +16.0% | +22.0% | -6.0% | +3.4% |
| 3Y | +452.7% | +84.0% | +368.7% | +280.3% |
| 5Y | +451.5% | +34.4% | +417.2% | +334.1% |
| 10Y | +443.1% | +231.4% | +211.7% | +158.4% |
| All | +240.3% | +454.0% | -213.7% | -0.9% |
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 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