+890.1%
TTMI vs WSM
+230.1%
+660.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.2% | +2.9% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | -8.4% | -7.7% | -0.7% | -5.7% |
| 3M | -32.5% | +3.8% | -36.2% | -33.6% |
| 6M | +32.5% | +22.7% | +9.8% | +22.5% |
| YTD | +83.2% | +28.0% | +55.2% | +67.5% |
| 1Y | +161.7% | +12.7% | +148.9% | +148.5% |
| 3Y | +890.1% | +231.3% | +658.9% | +601.5% |
| All | +890.1% | +230.1% | +660.1% | +601.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling