+147.5%
TTMI vs WING
-61.7%
+209.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | -6.4% | -0.5% | -6.0% | -6.5% |
| 3M | -28.9% | -23.9% | -5.1% | -28.2% |
| 6M | +26.9% | -48.9% | +75.7% | +31.0% |
| YTD | +77.3% | -53.3% | +130.7% | +81.4% |
| 1Y | +147.5% | -60.3% | +207.8% | +178.1% |
| All | +147.5% | -61.7% | +209.2% | +178.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling