-11.2%
TTMI vs WETO
-99.3%
+88.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.5% | -11.8% | -15.2% |
| 7D | -29.0% | +4.5% | -33.5% | -29.0% |
| 30D | -53.1% | -17.7% | -35.4% | -53.1% |
| 3M | -52.6% | -83.1% | +30.5% | -53.2% |
| 6M | -61.0% | -98.3% | +37.3% | -58.9% |
| YTD | -9.8% | -99.0% | +89.2% | -7.0% |
| 1Y | -11.2% | -99.3% | +88.1% | -10.6% |
| All | -11.2% | -99.3% | +88.1% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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