+411.3%
TTMI vs WING
+620.6%
-209.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -2.4% |
| 7D | +22.6% | -3.9% | +26.5% | +23.5% |
| 30D | -34.3% | +26.6% | -60.9% | -37.0% |
| 3M | -44.8% | +42.5% | -87.3% | -48.5% |
| 6M | -53.3% | +29.4% | -82.7% | -56.2% |
| YTD | +10.6% | -32.8% | +43.3% | +14.7% |
| 1Y | +8.2% | -33.5% | +41.7% | +12.2% |
| 3Y | +435.7% | -23.4% | +459.1% | +415.2% |
| 5Y | +434.2% | -0.4% | +434.6% | +367.4% |
| All | +411.3% | +620.6% | -209.3% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling