+415.9%
TTMI vs WM
+44.7%
+371.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -3.9% |
| 7D | -11.5% | +1.2% | -12.7% | -10.4% |
| 30D | -40.3% | +13.7% | -54.0% | -33.9% |
| 3M | -44.5% | +5.2% | -49.7% | -40.7% |
| 6M | -54.1% | +11.2% | -65.3% | -49.8% |
| YTD | +4.7% | +9.4% | -4.7% | +13.9% |
| 1Y | +3.3% | +20.4% | -17.0% | +13.6% |
| All | +415.9% | +44.7% | +371.2% | +505.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling