+1,124.0%
TTMI vs WING
+407.7%
+716.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.0% | -2.6% | +2.4% |
| 7D | +0.7% | +7.2% | -6.6% | -0.5% |
| 30D | -8.4% | +4.8% | -13.2% | -9.6% |
| 3M | -32.5% | -23.7% | -8.8% | -30.0% |
| 6M | +32.5% | -43.6% | +76.1% | +43.9% |
| YTD | +83.2% | -50.6% | +133.8% | +101.3% |
| 1Y | +161.7% | -57.0% | +218.7% | +193.4% |
| 3Y | +890.1% | -28.3% | +918.4% | +861.2% |
| 5Y | +832.4% | -32.4% | +864.8% | +775.4% |
| All | +1,124.0% | +407.7% | +716.3% | +761.8% |
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