+10.7%
TTMI vs WPM
+38.8%
-28.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +12.0% | -22.1% | -15.7% |
| 7D | -19.2% | +3.9% | -23.1% | -21.1% |
| 30D | -44.9% | -3.5% | -41.4% | -43.4% |
| 3M | -44.7% | +14.1% | -58.8% | -49.6% |
| 6M | -53.4% | +6.2% | -59.6% | -56.4% |
| YTD | +6.3% | +12.4% | -6.0% | -12.2% |
| 1Y | +10.7% | +40.0% | -29.3% | -30.5% |
| All | +10.7% | +38.8% | -28.1% | -30.5% |
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