+802.2%
TTMI vs WSM
+171.2%
+631.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.0% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | -6.4% | -10.7% | +4.3% | -2.9% |
| 3M | -28.9% | +8.5% | -37.4% | -31.0% |
| 6M | +26.9% | +19.6% | +7.2% | +19.2% |
| YTD | +77.3% | +26.6% | +50.7% | +64.0% |
| 1Y | +147.5% | +12.0% | +135.6% | +137.0% |
| 3Y | +847.6% | +226.6% | +621.0% | +549.9% |
| 5Y | +802.2% | +174.1% | +628.1% | +510.8% |
| All | +802.2% | +171.2% | +631.0% | +510.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling