+462.1%
TTMI vs WING
-19.8%
+481.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.6% | +9.1% |
| 7D | +7.2% | -0.5% | +7.8% | +7.3% |
| 30D | -28.7% | +32.3% | -61.0% | -30.4% |
| 3M | -39.8% | +50.2% | -90.0% | -42.2% |
| 6M | -51.7% | +31.7% | -83.4% | -53.4% |
| YTD | +14.1% | -29.6% | +43.7% | +17.8% |
| 1Y | +16.0% | -29.7% | +45.7% | +19.5% |
| All | +462.1% | -19.8% | +481.9% | +400.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling