+369.4%
TTMI vs WM
+47.1%
+322.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.1% | +9.0% | +5.3% |
| 7D | -19.8% | +1.2% | -21.0% | -18.7% |
| 30D | -48.1% | +13.1% | -61.2% | -42.8% |
| 3M | -51.2% | +3.6% | -54.8% | -48.4% |
| 6M | -59.6% | +8.1% | -67.7% | -56.3% |
| YTD | -3.6% | +8.9% | -12.5% | +4.5% |
| 1Y | -2.3% | +20.3% | -22.7% | +6.9% |
| 3Y | +369.4% | +46.2% | +323.2% | +422.9% |
| All | +369.4% | +47.1% | +322.2% | +422.9% |
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