+411.3%
TTMI vs WM
+331.3%
+80.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.4% |
| 7D | +22.6% | +1.2% | +21.4% | +22.3% |
| 30D | -34.3% | +15.2% | -49.5% | -37.0% |
| 3M | -44.8% | +8.3% | -53.1% | -46.3% |
| 6M | -53.3% | +13.1% | -66.4% | -55.9% |
| YTD | +10.6% | +12.5% | -2.0% | +3.5% |
| 1Y | +8.2% | +21.8% | -13.6% | -2.4% |
| 3Y | +435.7% | +48.8% | +386.9% | +318.0% |
| 5Y | +434.2% | +62.1% | +372.1% | +291.7% |
| All | +411.3% | +331.3% | +80.0% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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