+459.4%
TTMI vs WCN
+3,616.6%
-3,157.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.5% |
| 7D | +12.2% | -0.4% | +12.6% | +12.3% |
| 30D | -5.7% | -2.1% | -3.6% | -4.9% |
| 3M | -27.5% | +6.4% | -33.9% | -31.2% |
| 6M | +47.1% | -3.7% | +50.8% | +46.0% |
| YTD | +87.5% | -6.4% | +93.8% | +87.4% |
| 1Y | +175.2% | -7.9% | +183.2% | +175.5% |
| 3Y | +901.9% | +20.8% | +881.1% | +738.7% |
| 5Y | +843.5% | +29.0% | +814.5% | +646.1% |
| 10Y | +1,077.0% | +236.4% | +840.6% | +421.8% |
| All | +459.4% | +3,616.6% | -3,157.3% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling