+1,072.7%
TTMI vs WING
+405.9%
+666.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.0% |
| 7D | +5.9% | -3.9% | +9.7% | +6.5% |
| 30D | -4.3% | -11.6% | +7.3% | -2.8% |
| 3M | -32.0% | -24.2% | -7.9% | -29.5% |
| 6M | +19.5% | -54.1% | +73.5% | +34.7% |
| YTD | +82.0% | -53.9% | +135.9% | +102.6% |
| 1Y | +172.6% | -64.4% | +237.0% | +216.8% |
| 3Y | +744.7% | -30.2% | +774.9% | +724.0% |
| 5Y | +805.6% | -34.1% | +839.7% | +754.1% |
| 10Y | +1,057.6% | +342.1% | +715.5% | +627.6% |
| All | +1,072.7% | +405.9% | +666.9% | +581.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling