+804.9%
TTMI vs WM
+46.1%
+758.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.1% | +8.2% |
| 7D | +5.9% | -0.3% | +6.2% | +5.8% |
| 30D | -4.3% | -2.4% | -1.9% | -5.3% |
| 3M | -32.0% | +0.4% | -32.5% | -31.7% |
| 6M | +19.5% | -9.5% | +28.9% | +17.5% |
| YTD | +82.0% | +0.5% | +81.5% | +82.8% |
| 1Y | +172.6% | -1.1% | +173.7% | +176.1% |
| All | +804.9% | +46.1% | +758.8% | +932.5% |
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