+634.8%
TTMI vs WING
+672.3%
-37.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.6% | +9.2% |
| 7D | +7.2% | -0.5% | +7.8% | +7.4% |
| 30D | -28.7% | +32.3% | -61.0% | -32.2% |
| 3M | -39.8% | +50.2% | -90.0% | -44.4% |
| 6M | -51.7% | +31.7% | -83.4% | -54.9% |
| YTD | +14.1% | -29.6% | +43.7% | +17.4% |
| 1Y | +16.0% | -29.7% | +45.7% | +19.1% |
| 3Y | +452.7% | -19.8% | +472.5% | +428.0% |
| 5Y | +451.5% | +3.1% | +448.4% | +380.9% |
| 10Y | +443.1% | +682.9% | -239.8% | +206.9% |
| All | +634.8% | +672.3% | -37.5% | +295.0% |
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