+863.3%
TTMI vs WPM
+5,046.3%
-4,183.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +11.4% | -3.6% | +14.9% | +12.4% |
| 30D | -28.3% | +1.4% | -29.7% | -28.5% |
| 3M | -46.7% | -0.2% | -46.5% | -46.9% |
| 6M | -56.1% | -7.3% | -48.8% | -55.6% |
| YTD | +7.4% | +12.3% | -5.0% | +3.8% |
| 1Y | +17.4% | +24.9% | -7.5% | +11.0% |
| 3Y | +429.1% | +210.4% | +218.8% | +303.9% |
| 5Y | +418.8% | +210.4% | +208.4% | +290.7% |
| 10Y | +411.2% | +731.7% | -320.4% | +191.0% |
| All | +863.3% | +5,046.3% | -4,183.0% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling