+229.9%
TTMI vs WM
+2,314.0%
-2,084.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -4.0% |
| 7D | +22.6% | +1.2% | +21.4% | +21.7% |
| 30D | -34.3% | +15.2% | -49.5% | -40.8% |
| 3M | -44.8% | +8.3% | -53.1% | -48.7% |
| 6M | -53.3% | +13.1% | -66.4% | -58.8% |
| YTD | +10.6% | +12.5% | -2.0% | -3.5% |
| 1Y | +8.2% | +21.8% | -13.6% | -10.5% |
| 3Y | +435.7% | +48.8% | +386.9% | +271.0% |
| 5Y | +434.2% | +62.1% | +372.1% | +242.9% |
| 10Y | +426.4% | +331.5% | +94.9% | +64.0% |
| All | +229.9% | +2,314.0% | -2,084.1% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling