+1,124.0%
TTMI vs WPM
+558.4%
+565.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +2.9% |
| 7D | +0.7% | -0.6% | +1.2% | +0.8% |
| 30D | -8.4% | +14.4% | -22.9% | -11.4% |
| 3M | -32.5% | +37.0% | -69.4% | -37.1% |
| 6M | +32.5% | +4.1% | +28.4% | +29.8% |
| YTD | +83.2% | +31.7% | +51.5% | +72.1% |
| 1Y | +161.7% | +44.2% | +117.5% | +142.1% |
| 3Y | +890.1% | +265.5% | +624.6% | +681.7% |
| 5Y | +832.4% | +262.5% | +570.0% | +620.3% |
| All | +1,124.0% | +558.4% | +565.6% | +824.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling