+1,124.0%
TTMI vs WSM
+1,071.8%
+52.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.2% | +3.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | -8.4% | -7.7% | -0.7% | -6.1% |
| 3M | -32.5% | +3.8% | -36.2% | -33.5% |
| 6M | +32.5% | +22.7% | +9.8% | +23.8% |
| YTD | +83.2% | +28.0% | +55.2% | +69.3% |
| 1Y | +161.7% | +12.7% | +148.9% | +150.7% |
| 3Y | +890.1% | +231.3% | +658.9% | +563.9% |
| 5Y | +832.4% | +177.2% | +655.3% | +529.9% |
| All | +1,124.0% | +1,071.8% | +52.3% | +367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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