+417.0%
TTMI vs WPM
+210.4%
+206.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +11.4% | -3.6% | +14.9% | +13.1% |
| 30D | -28.3% | +1.4% | -29.7% | -28.4% |
| 3M | -46.7% | -0.2% | -46.5% | -47.0% |
| 6M | -56.1% | -7.3% | -48.8% | -55.6% |
| YTD | +7.4% | +12.3% | -5.0% | +1.2% |
| 1Y | +17.4% | +24.9% | -7.5% | +7.1% |
| 3Y | +429.1% | +210.4% | +218.8% | +238.0% |
| All | +417.0% | +210.4% | +206.6% | +198.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling