+172.6%
TTMI vs WCN
-8.7%
+181.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +7.9% |
| 7D | +5.9% | -0.6% | +6.5% | +5.3% |
| 30D | -4.3% | +0.4% | -4.7% | -3.8% |
| 3M | -32.0% | +7.3% | -39.4% | -28.7% |
| 6M | +19.5% | -2.5% | +22.0% | +20.1% |
| YTD | +82.0% | -5.4% | +87.4% | +80.8% |
| 1Y | +172.6% | -8.5% | +181.1% | +185.3% |
| All | +172.6% | -8.7% | +181.4% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling