+1,533.3%
TTMI vs WPM
+5,967.5%
-4,434.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.1% |
| 7D | +5.9% | +1.1% | +4.8% | +5.5% |
| 30D | -4.3% | +26.4% | -30.7% | -9.8% |
| 3M | -32.0% | +20.8% | -52.9% | -35.2% |
| 6M | +19.5% | +1.1% | +18.3% | +18.4% |
| YTD | +82.0% | +32.5% | +49.6% | +69.4% |
| 1Y | +172.6% | +51.5% | +121.1% | +146.3% |
| 3Y | +744.7% | +267.0% | +477.6% | +519.4% |
| 5Y | +805.6% | +250.1% | +555.4% | +561.3% |
| 10Y | +1,057.6% | +540.4% | +517.2% | +589.6% |
| All | +1,533.3% | +5,967.5% | -4,434.2% | +545.1% |
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