+172.6%
TTMI vs WPM
+53.7%
+118.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.3% |
| 7D | +5.9% | +1.1% | +4.8% | +5.2% |
| 30D | -4.3% | +26.4% | -30.7% | -16.0% |
| 3M | -32.0% | +20.8% | -52.9% | -39.6% |
| 6M | +19.5% | +1.1% | +18.3% | +13.0% |
| YTD | +82.0% | +32.5% | +49.6% | +49.4% |
| 1Y | +172.6% | +51.5% | +121.1% | +113.5% |
| All | +172.6% | +53.7% | +118.9% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling